-11.5%
GFS vs VIK
+243.7%
-255.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.2% |
| 7D | +7.4% | +2.7% | +4.6% | +6.1% |
| 30D | -15.3% | +8.8% | -24.1% | -18.3% |
| 3M | -21.1% | -15.3% | -5.8% | -15.6% |
| 6M | -44.5% | +9.4% | -53.9% | -47.3% |
| YTD | +19.2% | +25.9% | -6.6% | +4.1% |
| 1Y | +27.2% | +51.0% | -23.7% | +0.7% |
| All | -11.5% | +243.7% | -255.2% | -47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling