+61.5%
GNRC vs VICR
+209.3%
-147.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.2% | -8.2% | +0.6% |
| 7D | -0.2% | +5.0% | -5.2% | -1.3% |
| 30D | -15.7% | -12.5% | -3.3% | -13.7% |
| 3M | -27.3% | -33.6% | +6.3% | -21.7% |
| 6M | -12.1% | +10.7% | -22.7% | -15.6% |
| YTD | +37.1% | +80.6% | -43.5% | +20.3% |
| 1Y | -0.5% | +288.4% | -288.8% | -24.6% |
| 3Y | +61.5% | +213.8% | -152.3% | +25.5% |
| All | +61.5% | +209.3% | -147.8% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling