+261.3%
GE vs VIVK
-100.0%
+361.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.4% |
| 7D | -2.8% | -9.5% | +6.7% | -2.7% |
| 30D | -11.9% | -35.1% | +23.2% | -11.7% |
| 3M | +1.8% | -93.4% | +95.2% | +3.6% |
| 6M | -0.6% | -98.0% | +97.4% | +1.4% |
| YTD | +5.5% | -97.9% | +103.4% | +6.3% |
| 1Y | +15.0% | -100.0% | +114.9% | +21.0% |
| All | +261.3% | -100.0% | +361.3% | +248.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling