+469.5%
GLW vs VICR
+202.1%
+267.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.5% | +5.0% | +6.8% |
| 7D | +14.0% | +9.8% | +4.2% | +10.9% |
| 30D | +0.4% | -12.6% | +13.0% | +4.4% |
| 3M | -11.3% | -29.7% | +18.4% | -1.1% |
| 6M | +35.1% | +18.8% | +16.2% | +33.6% |
| YTD | +90.5% | +76.4% | +14.2% | +76.9% |
| 1Y | +132.0% | +282.4% | -150.3% | +88.6% |
| All | +469.5% | +202.1% | +267.4% | +360.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling