+851.8%
GLW vs VICR
+1,679.8%
-827.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.2% | -9.1% | -0.7% |
| 7D | +7.8% | +5.0% | +2.9% | +6.4% |
| 30D | -0.4% | -12.5% | +12.0% | +2.6% |
| 3M | -5.6% | -33.6% | +28.0% | +4.4% |
| 6M | +26.7% | +10.7% | +16.1% | +24.4% |
| YTD | +91.0% | +80.6% | +10.5% | +69.9% |
| 1Y | +122.4% | +288.4% | -166.0% | +68.1% |
| 3Y | +471.0% | +213.8% | +257.2% | +320.4% |
| 5Y | +385.6% | +58.8% | +326.8% | +275.6% |
| All | +851.8% | +1,679.8% | -827.9% | +342.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling