+71.7%
GPC vs VICR
+1,016.5%
-944.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.6% |
| 7D | -1.3% | +21.9% | -23.2% | -3.0% |
| 30D | -6.0% | -38.4% | +32.4% | -2.8% |
| 3M | -7.6% | -27.2% | +19.5% | -6.6% |
| 6M | +24.2% | -43.7% | +67.9% | +26.3% |
| YTD | +2.7% | +50.3% | -47.6% | -8.4% |
| 1Y | +0.2% | +74.6% | -74.4% | -12.4% |
| 3Y | -0.8% | +351.2% | -352.0% | -27.1% |
| 5Y | +4.4% | +2.5% | +1.9% | -10.9% |
| All | +71.7% | +1,016.5% | -944.9% | -4.1% |
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 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