+53.9%
GD vs VIVK
-100.0%
+153.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +34.1% | -34.8% | -0.9% |
| 7D | -5.0% | -42.9% | +38.0% | -4.7% |
| 30D | +8.9% | -88.6% | +97.5% | +10.2% |
| 3M | -8.0% | -97.7% | +89.6% | -5.9% |
| 6M | +2.9% | -99.9% | +102.8% | +7.6% |
| YTD | +7.1% | -99.9% | +107.0% | +10.9% |
| 1Y | +5.9% | -100.0% | +105.9% | +11.7% |
| 3Y | +53.9% | -100.0% | +153.9% | +60.5% |
| All | +53.9% | -100.0% | +153.9% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling