+76.7%
GSK vs VICR
+1,679.8%
-1,603.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.2% | -11.1% | -0.3% |
| 7D | -3.5% | +5.0% | -8.5% | -3.7% |
| 30D | -3.4% | -12.5% | +9.0% | -3.2% |
| 3M | -8.1% | -33.6% | +25.5% | -7.4% |
| 6M | -11.1% | +10.7% | -21.8% | -12.7% |
| YTD | +0.7% | +80.6% | -79.8% | -3.2% |
| 1Y | +20.1% | +288.4% | -268.2% | +11.5% |
| 3Y | +46.1% | +213.8% | -167.7% | +34.4% |
| 5Y | +48.2% | +58.8% | -10.6% | +38.1% |
| All | +76.7% | +1,679.8% | -1,603.0% | +34.4% |
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