+192.9%
GD vs VIVK
-100.0%
+292.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -12.3% | +10.6% | -1.7% |
| 7D | -5.3% | -1.4% | -3.9% | -5.3% |
| 30D | -6.4% | -43.6% | +37.2% | -6.1% |
| 3M | +5.7% | -95.1% | +100.8% | +7.5% |
| 6M | -0.9% | -98.2% | +97.2% | +1.0% |
| YTD | +8.2% | -97.9% | +106.1% | +9.7% |
| 1Y | +13.4% | -100.0% | +113.4% | +17.7% |
| 3Y | +68.5% | -100.0% | +168.5% | +73.7% |
| 5Y | +97.2% | -100.0% | +197.1% | +103.4% |
| All | +192.9% | -100.0% | +292.9% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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