-27.1%
GPN vs VICR
+209.3%
-236.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.2% | -11.4% | -1.1% |
| 7D | -4.6% | +5.0% | -9.6% | -5.0% |
| 30D | -0.3% | -12.5% | +12.2% | +0.4% |
| 3M | +35.4% | -33.6% | +69.0% | +37.8% |
| 6M | +21.7% | +10.7% | +11.0% | +15.3% |
| YTD | +14.9% | +80.6% | -65.7% | +1.8% |
| 1Y | +3.2% | +288.4% | -285.2% | -18.4% |
| 3Y | -27.1% | +213.8% | -240.9% | -43.6% |
| All | -27.1% | +209.3% | -236.4% | -43.6% |
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 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