-0.8%
GFS vs VIVK
-100.0%
+99.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.3% | +8.2% | +1.9% |
| 7D | +4.5% | -7.9% | +12.4% | +4.5% |
| 30D | -8.2% | -42.0% | +33.8% | -8.0% |
| 3M | -38.9% | -92.5% | +53.6% | -38.2% |
| 6M | -2.9% | -98.0% | +95.1% | -1.5% |
| YTD | +31.8% | -97.9% | +129.7% | +32.0% |
| 1Y | +43.1% | -100.0% | +143.1% | +50.4% |
| 3Y | -20.6% | -100.0% | +79.3% | -18.4% |
| All | -0.8% | -100.0% | +99.2% | +1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling