+529.7%
GEV vs VIK
+225.3%
+304.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -0.4% |
| 7D | +3.2% | -0.8% | +4.0% | +3.6% |
| 30D | -4.0% | -18.0% | +14.0% | +5.5% |
| 3M | +3.4% | -5.8% | +9.2% | +5.8% |
| 6M | +14.7% | +17.2% | -2.5% | +2.9% |
| YTD | +45.8% | +19.1% | +26.7% | +28.2% |
| 1Y | +57.4% | +33.6% | +23.7% | +28.5% |
| All | +529.7% | +225.3% | +304.4% | +209.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling