-22.1%
GFS vs VIVK
-100.0%
+77.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.7% | -7.9% | -0.2% |
| 7D | +2.6% | +13.1% | -10.4% | +2.8% |
| 30D | -16.4% | -29.7% | +13.3% | -16.6% |
| 3M | -41.6% | -93.0% | +51.4% | -42.4% |
| 6M | -3.7% | -98.0% | +94.3% | -5.5% |
| YTD | +29.3% | -97.8% | +127.1% | +26.3% |
| 1Y | +37.1% | -100.0% | +137.1% | +34.0% |
| 3Y | -22.1% | -100.0% | +77.8% | -27.1% |
| All | -22.1% | -100.0% | +77.8% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling