+94.9%
VICI vs GPC
+81.3%
+13.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -2.3% | -3.2% | +0.9% | -0.9% |
| 30D | -4.8% | +0.5% | -5.3% | -5.1% |
| 3M | -10.1% | +31.7% | -41.9% | -20.9% |
| 6M | -9.7% | +24.7% | -34.4% | -19.0% |
| YTD | -8.8% | +11.8% | -20.5% | -15.4% |
| 1Y | -20.2% | -3.0% | -17.3% | -21.1% |
| 3Y | -5.8% | -1.1% | -4.7% | -11.6% |
| 5Y | +9.5% | +30.5% | -21.0% | -14.6% |
| All | +94.9% | +81.3% | +13.6% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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