+3,210.9%
GLW vs VICR
+10,134.2%
-6,923.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -3.5% |
| 7D | +7.7% | +8.3% | -0.5% | +5.9% |
| 30D | -18.8% | -35.2% | +16.3% | -10.6% |
| 3M | -27.7% | -29.8% | +2.1% | -22.6% |
| 6M | -44.4% | -48.6% | +4.1% | -36.1% |
| YTD | +31.3% | +45.1% | -13.8% | +18.3% |
| 1Y | +40.0% | +79.6% | -39.5% | +20.4% |
| 3Y | +339.2% | +335.4% | +3.8% | +184.0% |
| 5Y | +229.2% | -1.0% | +230.2% | +161.6% |
| 10Y | +528.4% | +993.1% | -464.8% | +157.3% |
| All | +3,210.9% | +10,134.2% | -6,923.3% | +625.6% |
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