+80.0%
VICR vs GWRE
-24.5%
+104.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +5.9% | -17.1% | -9.2% |
| 7D | -26.6% | +2.2% | -28.8% | -25.8% |
| 30D | -47.9% | +4.5% | -52.5% | -46.8% |
| 3M | -29.8% | +6.4% | -36.2% | -26.6% |
| 6M | -36.6% | +18.8% | -55.5% | -26.5% |
| YTD | +45.1% | -15.1% | +60.3% | +71.8% |
| 1Y | +80.0% | -23.4% | +103.4% | +125.0% |
| All | +80.0% | -24.5% | +104.5% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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