+31.1%
GPC vs VICR
+46.6%
-15.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.9% | +5.8% | +1.1% |
| 7D | -0.6% | +1.3% | -1.9% | -0.7% |
| 30D | +1.3% | -11.9% | +13.2% | +1.7% |
| 3M | +37.1% | -35.1% | +72.2% | +38.6% |
| 6M | +23.2% | +8.1% | +15.1% | +19.1% |
| YTD | +13.1% | +67.8% | -54.7% | +5.4% |
| 1Y | +0.9% | +267.3% | -266.4% | -11.9% |
| 3Y | -0.8% | +191.2% | -192.0% | -14.9% |
| 5Y | +31.1% | +48.1% | -17.0% | +11.6% |
| All | +31.1% | +46.6% | -15.5% | +11.6% |
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 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