+17.7%
GFS vs VIK
+55.4%
-37.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.2% | -12.2% | -7.7% |
| 7D | -12.5% | +5.4% | -17.9% | -13.9% |
| 30D | -16.9% | +12.5% | -29.4% | -19.9% |
| 3M | -22.3% | -15.2% | -7.1% | -18.5% |
| 6M | -40.2% | +15.4% | -55.6% | -43.1% |
| YTD | +16.0% | +27.7% | -11.7% | +5.8% |
| 1Y | +17.7% | +59.7% | -42.1% | +4.5% |
| All | +17.7% | +55.4% | -37.8% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling