-1.7%
GPC vs VICR
+201.6%
-203.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.4% | -3.0% |
| 7D | +0.2% | +9.8% | -9.7% | -0.1% |
| 30D | -0.4% | -12.6% | +12.2% | -0.1% |
| 3M | +39.2% | -29.7% | +68.9% | +39.3% |
| 6M | +18.2% | +18.8% | -0.6% | +13.3% |
| YTD | +12.1% | +76.4% | -64.3% | +4.0% |
| 1Y | -0.7% | +282.4% | -283.0% | -13.8% |
| 3Y | -1.7% | +206.2% | -207.8% | -15.5% |
| All | -1.7% | +201.6% | -203.3% | -15.5% |
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