+74.6%
GAP vs VICR
+336.6%
-262.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.5% |
| 7D | -1.9% | +8.3% | -10.2% | -2.8% |
| 30D | -7.1% | -35.2% | +28.1% | -3.3% |
| 3M | +4.1% | -29.8% | +33.9% | +6.1% |
| 6M | +1.9% | -48.6% | +50.5% | +5.7% |
| YTD | -15.2% | +45.1% | -60.3% | -30.2% |
| 1Y | -10.6% | +79.6% | -90.2% | -29.7% |
| 3Y | +74.6% | +335.4% | -260.8% | -1.4% |
| All | +74.6% | +336.6% | -262.0% | -1.4% |
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