+20.0%
GE vs VIVK
-100.0%
+120.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -12.3% | +13.4% | +1.1% |
| 7D | -1.6% | -1.4% | -0.2% | -1.6% |
| 30D | -11.6% | -43.6% | +32.0% | -11.4% |
| 3M | +3.0% | -95.1% | +98.1% | +4.6% |
| 6M | -0.5% | -98.2% | +97.7% | +1.0% |
| YTD | +9.7% | -97.9% | +107.7% | +9.4% |
| 1Y | +20.0% | -100.0% | +120.0% | +29.2% |
| All | +20.0% | -100.0% | +120.0% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling