+231.1%
GM vs VICR
+1,679.8%
-1,448.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.2% | -11.7% | -2.5% |
| 7D | -2.4% | +5.0% | -7.4% | -3.4% |
| 30D | -1.1% | -12.5% | +11.4% | +0.5% |
| 3M | +6.1% | -33.6% | +39.7% | +11.0% |
| 6M | +15.0% | +10.7% | +4.3% | +6.1% |
| YTD | +6.0% | +80.6% | -74.6% | -12.0% |
| 1Y | +47.1% | +288.4% | -241.3% | +3.6% |
| 3Y | +170.5% | +213.8% | -43.3% | +84.6% |
| 5Y | +80.5% | +58.8% | +21.6% | +29.4% |
| All | +231.1% | +1,679.8% | -1,448.7% | +47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling