+17.7%
GFS vs VIVK
-100.0%
+117.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -27.5% | +21.5% | -6.1% |
| 7D | -12.5% | -68.7% | +56.1% | -13.1% |
| 30D | -16.9% | -90.0% | +73.1% | -17.9% |
| 3M | -22.3% | -98.1% | +75.8% | -24.2% |
| 6M | -40.2% | -99.9% | +59.7% | -43.1% |
| YTD | +16.0% | -99.9% | +115.9% | +9.4% |
| 1Y | +17.7% | -100.0% | +117.7% | +16.6% |
| All | +17.7% | -100.0% | +117.7% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling