+84.4%
GPC vs VICR
+1,553.5%
-1,469.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.9% | +5.8% | +1.3% |
| 7D | -0.6% | +1.3% | -1.9% | -0.8% |
| 30D | +1.3% | -11.9% | +13.2% | +2.2% |
| 3M | +37.1% | -35.1% | +72.2% | +40.4% |
| 6M | +23.2% | +8.1% | +15.1% | +17.2% |
| YTD | +13.1% | +67.8% | -54.7% | +1.3% |
| 1Y | +0.9% | +267.3% | -266.4% | -18.6% |
| 3Y | -0.8% | +191.2% | -192.0% | -21.8% |
| 5Y | +31.1% | +48.1% | -17.0% | +6.9% |
| All | +84.4% | +1,553.5% | -1,469.1% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling