+147.5%
GE vs VIVK
-100.0%
+247.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | -0.1% |
| 7D | -4.0% | -4.4% | +0.4% | -4.0% |
| 30D | -11.4% | -40.8% | +29.4% | -11.2% |
| 3M | -2.6% | -94.1% | +91.5% | -1.6% |
| 6M | -0.3% | -98.2% | +97.9% | +0.9% |
| YTD | +5.4% | -98.0% | +103.4% | +6.1% |
| 1Y | +15.5% | -100.0% | +115.5% | +18.2% |
| 3Y | +260.8% | -100.0% | +360.8% | +267.9% |
| 5Y | +421.6% | -100.0% | +521.6% | +433.0% |
| All | +147.5% | -100.0% | +247.5% | +157.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling