+1,571.2%
GAP vs VICR
+10,134.2%
-8,563.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.3% |
| 7D | -1.9% | +8.3% | -10.2% | -3.3% |
| 30D | -7.1% | -35.2% | +28.1% | -1.6% |
| 3M | +4.1% | -29.8% | +33.9% | +7.2% |
| 6M | +1.9% | -48.6% | +50.5% | +7.3% |
| YTD | -15.2% | +45.1% | -60.3% | -28.1% |
| 1Y | -10.6% | +79.6% | -90.2% | -27.2% |
| 3Y | +74.6% | +335.4% | -260.8% | +13.9% |
| 5Y | +3.7% | -1.0% | +4.7% | -18.8% |
| 10Y | +2.4% | +993.1% | -990.7% | -49.0% |
| All | +1,571.2% | +10,134.2% | -8,563.0% | +351.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling