-10.9%
GTLB vs VICR
+209.3%
-220.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.2% | -11.8% | -2.2% |
| 7D | -5.7% | +5.0% | -10.7% | -6.4% |
| 30D | +15.1% | -12.5% | +27.6% | +16.6% |
| 3M | +65.5% | -33.6% | +99.1% | +71.2% |
| 6M | +102.9% | +10.7% | +92.2% | +81.7% |
| YTD | +25.2% | +80.6% | -55.4% | -2.5% |
| 1Y | -5.5% | +288.4% | -293.9% | -41.5% |
| 3Y | -10.9% | +213.8% | -224.7% | -42.2% |
| All | -10.9% | +209.3% | -220.2% | -42.2% |
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