+24.8%
GFI vs VICR
+293.8%
-268.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.2% | -10.2% | -0.8% |
| 7D | -2.7% | +5.0% | -7.7% | -3.5% |
| 30D | +13.2% | -12.5% | +25.7% | +15.0% |
| 3M | +28.5% | -33.6% | +62.1% | +33.5% |
| 6M | -6.2% | +10.7% | -16.8% | -14.8% |
| YTD | +8.7% | +80.6% | -71.9% | -9.6% |
| 1Y | +24.8% | +288.4% | -263.5% | +0.2% |
| All | +24.8% | +293.8% | -268.9% | +0.2% |
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