+1,601.7%
VICR vs GWRE
+131.0%
+1,470.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.6% | +10.6% | +10.9% |
| 7D | +5.0% | -13.2% | +18.2% | +10.5% |
| 30D | -12.5% | -18.6% | +6.1% | -8.2% |
| 3M | -33.6% | +18.9% | -52.5% | -43.6% |
| 6M | +10.7% | -11.0% | +21.6% | +3.2% |
| YTD | +80.6% | -29.9% | +110.5% | +86.8% |
| 1Y | +288.4% | -44.3% | +332.7% | +357.5% |
| 3Y | +213.8% | +51.7% | +162.1% | +78.6% |
| 5Y | +58.8% | +15.4% | +43.4% | +4.5% |
| All | +1,601.7% | +131.0% | +1,470.7% | +643.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling