+56.2%
GD vs VIVK
-100.0%
+156.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.5% | +7.6% | +0.2% |
| 7D | +2.7% | -57.7% | +60.3% | +3.2% |
| 30D | +8.6% | -87.3% | +95.9% | +9.8% |
| 3M | -7.1% | -98.9% | +91.8% | -4.5% |
| 6M | +7.5% | -100.0% | +107.4% | +12.7% |
| YTD | +9.9% | -100.0% | +109.9% | +14.3% |
| 1Y | +7.6% | -100.0% | +107.5% | +14.0% |
| 3Y | +56.2% | -100.0% | +156.2% | +63.7% |
| All | +56.2% | -100.0% | +156.2% | +63.7% |
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