+105.7%
GE vs VIK
+221.3%
-115.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.1% |
| 7D | -2.8% | -1.8% | -1.0% | -2.1% |
| 30D | -11.9% | -17.3% | +5.3% | -5.8% |
| 3M | +1.8% | -5.1% | +6.9% | +3.3% |
| 6M | -0.6% | +16.2% | -16.8% | -6.5% |
| YTD | +5.5% | +17.6% | -12.1% | -1.8% |
| 1Y | +15.0% | +33.5% | -18.6% | +1.7% |
| All | +105.7% | +221.3% | -115.6% | +39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling