+10.3%
GLXY vs VICR
+324.3%
-313.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.9% | -2.1% | -5.4% |
| 7D | +4.5% | +1.3% | +3.3% | +4.1% |
| 30D | +28.8% | -11.9% | +40.8% | +33.3% |
| 3M | -23.0% | -35.1% | +12.1% | -13.9% |
| 6M | +17.0% | +8.1% | +8.9% | +9.1% |
| YTD | +12.5% | +67.8% | -55.3% | -3.7% |
| 1Y | -5.4% | +267.3% | -272.7% | -29.8% |
| All | +10.3% | +324.3% | -313.9% | -24.4% |
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