+27.9%
GAP vs VICR
+1,679.8%
-1,651.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.2% | -8.3% | +0.5% |
| 7D | -4.1% | +5.0% | -9.1% | -5.2% |
| 30D | +6.2% | -12.5% | +18.7% | +8.4% |
| 3M | -0.7% | -33.6% | +32.9% | +4.4% |
| 6M | -7.1% | +10.7% | -17.8% | -17.2% |
| YTD | -14.1% | +80.6% | -94.6% | -33.0% |
| 1Y | -8.5% | +288.4% | -296.9% | -42.7% |
| 3Y | +115.4% | +213.8% | -98.4% | +29.7% |
| 5Y | +9.8% | +58.8% | -49.0% | -28.6% |
| All | +27.9% | +1,679.8% | -1,651.9% | -57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling