+502.4%
GFI vs VICR
+57.6%
+444.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.2% | -12.4% | -2.3% |
| 7D | -4.9% | +5.0% | -9.8% | -5.3% |
| 30D | +10.7% | -12.5% | +23.2% | +11.7% |
| 3M | +25.6% | -33.6% | +59.2% | +28.7% |
| 6M | -8.3% | +10.7% | -18.9% | -11.1% |
| YTD | +6.3% | +80.6% | -74.3% | -0.9% |
| 1Y | +22.1% | +288.4% | -266.3% | +8.0% |
| 3Y | +289.2% | +213.8% | +75.4% | +236.3% |
| All | +502.4% | +57.6% | +444.8% | +442.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling