+29.7%
GD vs VIK
+234.5%
-204.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -0.8% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | +8.9% | +7.7% | +1.3% | +7.9% |
| 3M | -8.0% | -17.6% | +9.6% | -6.1% |
| 6M | +2.9% | +1.7% | +1.2% | +2.1% |
| YTD | +7.1% | +22.5% | -15.4% | +2.9% |
| 1Y | +5.9% | +52.6% | -46.7% | -1.7% |
| All | +29.7% | +234.5% | -204.9% | +7.2% |
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