-12.1%
GFS vs VIVK
-100.0%
+87.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -22.8% | +23.0% | +0.5% |
| 7D | -5.3% | -56.0% | +50.7% | -4.8% |
| 30D | -15.8% | -92.3% | +76.5% | -14.7% |
| 3M | -18.6% | -98.6% | +80.0% | -17.0% |
| 6M | -45.0% | -99.9% | +55.0% | -43.0% |
| YTD | +16.8% | -100.0% | +116.7% | +19.1% |
| 1Y | +17.8% | -100.0% | +117.8% | +24.0% |
| 3Y | -21.5% | -100.0% | +78.5% | -18.3% |
| 5Y | -29.3% | -100.0% | +70.7% | -26.1% |
| All | -12.1% | -100.0% | +87.9% | -8.1% |
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