-7.3%
GFS vs VICR
+13.8%
-21.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.0% | +1.5% | +4.4% |
| 7D | +6.2% | +5.7% | +0.5% | +4.6% |
| 30D | -11.4% | -35.2% | +23.8% | -1.9% |
| 3M | -15.5% | -20.3% | +4.8% | -12.9% |
| 6M | -42.6% | -46.3% | +3.7% | -35.3% |
| YTD | +23.2% | +53.4% | -30.2% | +5.6% |
| 1Y | +23.6% | +81.6% | -58.0% | +1.9% |
| 3Y | -17.2% | +360.5% | -377.8% | -50.2% |
| 5Y | -23.4% | +4.4% | -27.9% | -39.2% |
| All | -7.3% | +13.8% | -21.1% | -25.4% |
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