-55.4%
GTLB vs VICR
+25.7%
-81.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.1% | -0.6% |
| 7D | -6.6% | +1.3% | -7.8% | -6.9% |
| 30D | +13.7% | -11.9% | +25.7% | +16.2% |
| 3M | +52.9% | -35.1% | +88.0% | +63.0% |
| 6M | +88.5% | +8.1% | +80.3% | +62.2% |
| YTD | +23.4% | +67.8% | -44.3% | -10.0% |
| 1Y | -3.8% | +267.3% | -271.1% | -47.8% |
| 3Y | -11.5% | +191.2% | -202.7% | -53.5% |
| All | -55.4% | +25.7% | -81.1% | -72.2% |
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 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