+123.2%
GLW vs VICR
+272.1%
-148.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.5% | +0.2% | +3.4% |
| 7D | +3.8% | +0.4% | +3.3% | +3.5% |
| 30D | -1.3% | -13.9% | +12.6% | +4.9% |
| 3M | -21.8% | -38.4% | +16.6% | -4.4% |
| 6M | +6.9% | -7.2% | +14.1% | +11.9% |
| YTD | +77.2% | +72.0% | +5.1% | +69.8% |
| 1Y | +123.2% | +263.3% | -140.1% | +94.8% |
| All | +123.2% | +272.1% | -148.9% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling