+1,010.9%
GFI vs VICR
+1,679.8%
-668.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.2% | -12.4% | -2.1% |
| 7D | -4.9% | +5.0% | -9.8% | -5.3% |
| 30D | +10.7% | -12.5% | +23.2% | +11.6% |
| 3M | +25.6% | -33.6% | +59.2% | +28.2% |
| 6M | -8.3% | +10.7% | -18.9% | -10.6% |
| YTD | +6.3% | +80.6% | -74.3% | +0.2% |
| 1Y | +22.1% | +288.4% | -266.3% | +9.7% |
| 3Y | +289.2% | +213.8% | +75.4% | +243.8% |
| 5Y | +531.7% | +58.8% | +472.8% | +462.5% |
| All | +1,010.9% | +1,679.8% | -668.9% | +936.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling