+394.5%
GLW vs VICR
+46.6%
+347.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.4% | +2.6% |
| 7D | +16.9% | +1.3% | +15.6% | +16.6% |
| 30D | +7.0% | -11.9% | +18.9% | +10.0% |
| 3M | -3.0% | -35.1% | +32.2% | +7.3% |
| 6M | +31.0% | +8.1% | +22.8% | +31.9% |
| YTD | +93.4% | +67.8% | +25.6% | +83.0% |
| 1Y | +134.7% | +267.3% | -132.6% | +97.9% |
| 3Y | +471.8% | +191.2% | +280.6% | +375.5% |
| 5Y | +394.5% | +48.1% | +346.4% | +311.3% |
| All | +394.5% | +46.6% | +347.9% | +311.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling