-22.1%
GFS vs VICR
+201.6%
-223.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -1.0% |
| 7D | +2.6% | +9.8% | -7.2% | -0.1% |
| 30D | -16.4% | -12.6% | -3.8% | -13.4% |
| 3M | -41.6% | -29.7% | -11.9% | -36.1% |
| 6M | -3.7% | +18.8% | -22.5% | -9.5% |
| YTD | +29.3% | +76.4% | -47.1% | +10.1% |
| 1Y | +37.1% | +282.4% | -245.2% | -4.2% |
| 3Y | -22.1% | +206.2% | -228.3% | -45.6% |
| All | -22.1% | +201.6% | -223.8% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling