+761.9%
GH vs VIK
+225.1%
+536.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.5% |
| 7D | -2.5% | -0.9% | -1.6% | -2.2% |
| 30D | -4.7% | -18.4% | +13.7% | +2.2% |
| 3M | +20.2% | -8.8% | +29.0% | +23.4% |
| 6M | +78.8% | +17.1% | +61.6% | +65.7% |
| YTD | +54.1% | +19.0% | +35.0% | +41.7% |
| 1Y | +177.1% | +30.1% | +146.9% | +145.7% |
| All | +761.9% | +225.1% | +536.8% | +460.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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