+8.4%
GFI vs VICR
+76.0%
-67.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -11.1% | +17.5% | +8.0% |
| 7D | +1.4% | -26.6% | +28.0% | +6.2% |
| 30D | +3.0% | -47.9% | +50.9% | +13.3% |
| 3M | +10.2% | -29.8% | +39.9% | +13.3% |
| 6M | -10.1% | -36.6% | +26.6% | -11.0% |
| YTD | -11.4% | +45.1% | -56.5% | -37.6% |
| 1Y | +8.4% | +80.0% | -71.6% | -34.7% |
| All | +8.4% | +76.0% | -67.6% | -34.7% |
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