+290.5%
GME vs VICR
+1,679.8%
-1,389.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.2% | -7.4% | +1.8% |
| 7D | +10.4% | +5.0% | +5.4% | +9.3% |
| 30D | +14.1% | -12.5% | +26.6% | +16.1% |
| 3M | -4.6% | -33.6% | +29.0% | -0.1% |
| 6M | -13.5% | +10.7% | -24.2% | -20.5% |
| YTD | +5.3% | +80.6% | -75.2% | -13.6% |
| 1Y | -14.9% | +288.4% | -303.3% | -41.8% |
| 3Y | +24.3% | +213.8% | -189.5% | -17.7% |
| 5Y | -55.6% | +58.8% | -114.4% | -69.3% |
| All | +290.5% | +1,679.8% | -1,389.3% | +64.0% |
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