+25.2%
GFS vs VICR
+65.4%
-40.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.2% |
| 7D | +17.2% | +21.9% | -4.7% | +9.3% |
| 30D | -8.7% | -38.4% | +29.6% | +5.8% |
| 3M | -19.7% | -27.2% | +7.5% | -14.5% |
| 6M | -40.7% | -43.7% | +3.0% | -31.8% |
| YTD | +22.5% | +50.3% | -27.7% | -6.4% |
| 1Y | +25.2% | +74.6% | -49.3% | -11.1% |
| All | +25.2% | +65.4% | -40.2% | -11.1% |
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