+4,367.7%
GLW vs VICR
+12,032.5%
-7,664.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.5% | +0.2% | +4.4% |
| 7D | +3.8% | +0.4% | +3.3% | +3.6% |
| 30D | -1.3% | -13.9% | +12.6% | +2.1% |
| 3M | -21.8% | -38.4% | +16.6% | -12.1% |
| 6M | +6.9% | -7.2% | +14.1% | +8.2% |
| YTD | +77.2% | +72.0% | +5.1% | +55.5% |
| 1Y | +123.2% | +263.3% | -140.1% | +63.0% |
| 3Y | +400.0% | +173.3% | +226.7% | +258.3% |
| 5Y | +342.8% | +47.3% | +295.5% | +223.8% |
| 10Y | +771.4% | +1,495.2% | -723.8% | +229.9% |
| All | +4,367.7% | +12,032.5% | -7,664.7% | +853.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling