-0.8%
GFS vs VICR
+24.5%
-25.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.9% | +6.8% | +3.2% |
| 7D | +4.5% | +1.3% | +3.2% | +4.0% |
| 30D | -8.2% | -11.9% | +3.8% | -5.5% |
| 3M | -38.9% | -35.1% | -3.7% | -32.2% |
| 6M | -2.9% | +8.1% | -11.0% | -6.8% |
| YTD | +31.8% | +67.8% | -36.0% | +13.2% |
| 1Y | +43.1% | +267.3% | -224.2% | +0.3% |
| 3Y | -20.6% | +191.2% | -211.9% | -46.0% |
| All | -0.8% | +24.5% | -25.3% | -20.0% |
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