+12.6%
GTLB vs VICR
+76.0%
-63.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -11.1% | +11.1% | -0.2% |
| 7D | -9.7% | -26.6% | +16.9% | -10.2% |
| 30D | +1.7% | -47.9% | +49.6% | -0.1% |
| 3M | +43.6% | -29.8% | +73.3% | +42.4% |
| 6M | +113.0% | -36.6% | +149.6% | +108.0% |
| YTD | +39.5% | +45.1% | -5.6% | +21.3% |
| 1Y | +12.6% | +80.0% | -67.4% | -4.9% |
| All | +12.6% | +76.0% | -63.3% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling