+46.0%
GFI vs VICR
+272.1%
-226.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -2.4% |
| 7D | +3.1% | +0.4% | +2.7% | +3.0% |
| 30D | +27.1% | -13.9% | +41.0% | +29.4% |
| 3M | +21.2% | -38.4% | +59.6% | +27.6% |
| 6M | -4.5% | -7.2% | +2.7% | -10.3% |
| YTD | +11.7% | +72.0% | -60.3% | -5.5% |
| 1Y | +46.0% | +263.3% | -217.2% | +20.0% |
| All | +46.0% | +272.1% | -226.1% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling