+14.7%
GTLB vs VICR
+272.1%
-257.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | +1.1% |
| 7D | +11.1% | +0.4% | +10.6% | +11.0% |
| 30D | +37.8% | -13.9% | +51.7% | +37.3% |
| 3M | +61.6% | -38.4% | +100.0% | +60.4% |
| 6M | +98.9% | -7.2% | +106.1% | +92.1% |
| YTD | +32.8% | +72.0% | -39.3% | +19.2% |
| 1Y | +14.7% | +263.3% | -248.6% | -4.7% |
| All | +14.7% | +272.1% | -257.5% | -4.7% |
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 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