+31.0%
GD vs VIK
+228.1%
-197.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | -5.3% | -3.0% | -2.2% | -4.9% |
| 30D | -6.4% | -20.7% | +14.3% | -3.8% |
| 3M | +5.7% | -4.6% | +10.3% | +5.9% |
| 6M | -0.9% | +14.0% | -14.9% | -3.5% |
| YTD | +8.2% | +20.2% | -12.0% | +4.3% |
| 1Y | +13.4% | +36.0% | -22.6% | +7.1% |
| All | +31.0% | +228.1% | -197.2% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling