+1,016.7%
GME vs VICR
+1,371.9%
-355.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.9% |
| 7D | +0.4% | +9.8% | -9.4% | -1.5% |
| 30D | -1.4% | -12.6% | +11.2% | +0.7% |
| 3M | -15.1% | -29.7% | +14.6% | -11.5% |
| 6M | -22.5% | +18.8% | -41.3% | -30.3% |
| YTD | -5.9% | +76.4% | -82.3% | -23.6% |
| 1Y | -18.6% | +282.4% | -301.0% | -45.6% |
| 3Y | +6.7% | +206.2% | -199.5% | -30.6% |
| 5Y | -62.0% | +53.9% | -115.9% | -73.3% |
| 10Y | +239.5% | +1,572.3% | -1,332.9% | +22.9% |
| All | +1,016.7% | +1,371.9% | -355.2% | +171.0% |
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 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