+5,147.3%
GRMN vs VICR
+467.3%
+4,680.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | -0.4% |
| 7D | -1.4% | +1.3% | -2.7% | -1.7% |
| 30D | -13.1% | -11.9% | -1.1% | -11.6% |
| 3M | +14.9% | -35.1% | +50.1% | +20.8% |
| 6M | +13.1% | +8.1% | +5.0% | +5.9% |
| YTD | +35.3% | +67.8% | -32.5% | +15.8% |
| 1Y | +16.0% | +267.3% | -251.3% | -15.3% |
| 3Y | +179.6% | +191.2% | -11.6% | +98.9% |
| 5Y | +75.0% | +48.1% | +26.9% | +28.9% |
| 10Y | +644.1% | +1,546.1% | -902.0% | +208.0% |
| All | +5,147.3% | +467.3% | +4,680.1% | +1,687.7% |
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