+2,191.6%
GPC vs VICR
+10,134.2%
-7,942.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.7% |
| 7D | +0.4% | +8.3% | -7.8% | -0.4% |
| 30D | -6.3% | -35.2% | +28.9% | -3.2% |
| 3M | -8.2% | -29.8% | +21.7% | -6.7% |
| 6M | +27.1% | -48.6% | +75.7% | +30.8% |
| YTD | +3.1% | +45.1% | -42.0% | -6.5% |
| 1Y | +0.1% | +79.6% | -79.5% | -11.3% |
| 3Y | +0.2% | +335.4% | -335.2% | -22.8% |
| 5Y | +4.9% | -1.0% | +5.9% | -10.7% |
| 10Y | +75.2% | +993.1% | -918.0% | +9.8% |
| All | +2,191.6% | +10,134.2% | -7,942.6% | +977.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling