+803.6%
GD vs VIVK
-100.0%
+903.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -12.3% | +10.6% | -1.8% |
| 7D | -5.3% | -1.4% | -3.9% | -5.3% |
| 30D | -6.4% | -43.6% | +37.2% | -6.4% |
| 3M | +5.7% | -95.1% | +100.8% | +5.9% |
| 6M | -0.9% | -98.2% | +97.2% | -0.8% |
| YTD | +8.2% | -97.9% | +106.1% | +8.3% |
| 1Y | +13.4% | -100.0% | +113.4% | +13.8% |
| 3Y | +68.5% | -100.0% | +168.5% | +69.0% |
| 5Y | +97.2% | -100.0% | +197.1% | +97.7% |
| 10Y | +190.2% | -100.0% | +290.2% | +190.9% |
| All | +803.6% | -100.0% | +903.6% | +804.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling