-19.8%
GDDY vs VIK
+225.1%
-244.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.5% |
| 7D | -3.2% | -0.9% | -2.3% | -3.1% |
| 30D | +6.8% | -18.4% | +25.2% | +11.1% |
| 3M | +30.5% | -8.8% | +39.2% | +32.7% |
| 6M | +13.3% | +17.1% | -3.8% | +8.1% |
| YTD | -21.0% | +19.0% | -40.0% | -25.5% |
| 1Y | -34.0% | +30.1% | -64.1% | -39.6% |
| All | -19.8% | +225.1% | -244.9% | -36.0% |
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