+35.8%
GFS vs VICR
+272.1%
-236.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -3.9% | -0.2% |
| 7D | +1.0% | +0.4% | +0.6% | +0.8% |
| 30D | -8.6% | -13.9% | +5.3% | -4.6% |
| 3M | -46.5% | -38.4% | -8.1% | -38.7% |
| 6M | -4.8% | -7.2% | +2.4% | -4.5% |
| YTD | +29.7% | +72.0% | -42.4% | +19.8% |
| 1Y | +35.8% | +263.3% | -227.5% | +18.1% |
| All | +35.8% | +272.1% | -236.3% | +18.1% |
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