+33.1%
GD vs VIK
+243.7%
-210.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +2.7% | +2.7% | -0.1% | +2.3% |
| 30D | +8.6% | +8.8% | -0.2% | +7.4% |
| 3M | -7.1% | -15.3% | +8.2% | -5.4% |
| 6M | +7.5% | +9.4% | -1.9% | +5.6% |
| YTD | +9.9% | +25.9% | -15.9% | +5.3% |
| 1Y | +7.6% | +51.0% | -43.4% | 0.0% |
| All | +33.1% | +243.7% | -210.6% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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