+25.2%
GFS vs VIVK
-100.0%
+125.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.6% | +9.0% | -0.5% |
| 7D | +17.2% | -38.6% | +55.9% | +17.2% |
| 30D | -8.7% | -87.7% | +79.0% | -9.3% |
| 3M | -19.7% | -98.9% | +79.2% | -21.7% |
| 6M | -40.7% | -100.0% | +59.3% | -43.6% |
| YTD | +22.5% | -100.0% | +122.5% | +15.2% |
| 1Y | +25.2% | -100.0% | +125.2% | +18.0% |
| All | +25.2% | -100.0% | +125.2% | +18.0% |
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