-25.7%
GIS vs VICR
+57.6%
-83.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.2% | -11.5% | +0.2% |
| 7D | -6.4% | +5.0% | -11.3% | -6.1% |
| 30D | -6.1% | -12.5% | +6.4% | -6.6% |
| 3M | +7.8% | -33.6% | +41.4% | +6.6% |
| 6M | -8.8% | +10.7% | -19.5% | -7.6% |
| YTD | -19.1% | +80.6% | -99.7% | -16.4% |
| 1Y | -24.8% | +288.4% | -313.1% | -20.0% |
| 3Y | -37.6% | +213.8% | -251.4% | -33.1% |
| All | -25.7% | +57.6% | -83.3% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling