+6.8%
GAP vs VICR
+42.6%
-35.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.6% |
| 7D | -6.3% | -0.4% | -5.9% | -6.3% |
| 30D | -0.2% | -15.6% | +15.3% | +1.9% |
| 3M | 0.0% | -35.4% | +35.4% | +4.4% |
| 6M | -8.1% | +1.3% | -9.4% | -15.4% |
| YTD | -16.5% | +62.5% | -78.9% | -31.0% |
| 1Y | -10.5% | +255.5% | -265.9% | -38.9% |
| 3Y | +104.0% | +182.0% | -78.0% | +35.3% |
| 5Y | +6.8% | +42.9% | -36.1% | -27.0% |
| All | +6.8% | +42.6% | -35.8% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling