-20.0%
GFS vs VICR
+325.1%
-345.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +11.3% | -6.4% | +1.7% |
| 7D | -3.1% | -6.5% | +3.4% | -1.4% |
| 30D | -16.0% | -38.5% | +22.5% | -5.2% |
| 3M | -24.7% | -26.1% | +1.4% | -20.7% |
| 6M | -45.1% | -36.2% | -8.9% | -40.6% |
| YTD | +16.5% | +49.2% | -32.7% | +1.3% |
| 1Y | +19.3% | +87.0% | -67.7% | -1.2% |
| 3Y | -20.0% | +350.4% | -370.4% | -55.2% |
| All | -20.0% | +325.1% | -345.1% | -55.2% |
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