+628.6%
GE vs VIVK
-100.0%
+728.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.3% | -0.7% |
| 7D | +1.2% | +13.1% | -11.9% | +1.1% |
| 30D | -9.5% | -29.7% | +20.2% | -9.5% |
| 3M | +4.1% | -93.0% | +97.1% | +4.4% |
| 6M | +3.9% | -98.0% | +101.9% | +4.3% |
| YTD | +9.0% | -97.8% | +106.8% | +9.3% |
| 1Y | +21.9% | -100.0% | +121.9% | +22.8% |
| 3Y | +281.8% | -100.0% | +381.8% | +284.0% |
| 5Y | +436.7% | -100.0% | +536.7% | +439.9% |
| 10Y | +151.5% | -100.0% | +251.5% | +150.8% |
| All | +628.6% | -100.0% | +728.6% | +603.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling