+82.9%
GPC vs VICR
+1,501.2%
-1,418.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.5% |
| 7D | -1.8% | -0.4% | -1.4% | -1.8% |
| 30D | +0.1% | -15.6% | +15.7% | +1.3% |
| 3M | +37.4% | -35.4% | +72.7% | +40.6% |
| 6M | +25.4% | +1.3% | +24.2% | +20.1% |
| YTD | +12.2% | +62.5% | -50.3% | +0.8% |
| 1Y | -0.3% | +255.5% | -255.8% | -19.4% |
| 3Y | -1.6% | +182.0% | -183.6% | -22.2% |
| 5Y | +31.0% | +42.9% | -11.9% | +7.1% |
| All | +82.9% | +1,501.2% | -1,418.2% | -0.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling