+1,662.0%
GAP vs VICR
+12,339.4%
-10,677.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.8% | -0.7% |
| 7D | +1.7% | +9.8% | -8.1% | 0.0% |
| 30D | +9.3% | -12.6% | +21.9% | +11.0% |
| 3M | +6.1% | -29.7% | +35.8% | +9.5% |
| 6M | -2.3% | +18.8% | -21.1% | -10.9% |
| YTD | -10.6% | +76.4% | -87.0% | -24.7% |
| 1Y | -4.4% | +282.4% | -286.8% | -31.2% |
| 3Y | +118.3% | +206.2% | -87.9% | +54.0% |
| 5Y | +12.2% | +53.9% | -41.7% | -16.5% |
| 10Y | +33.7% | +1,572.3% | -1,538.6% | -36.3% |
| All | +1,662.0% | +12,339.4% | -10,677.3% | +372.0% |
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 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