+388.8%
GH vs VIVK
-100.0%
+488.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.4% | +6.4% | -0.9% |
| 7D | -2.5% | -4.4% | +1.9% | -2.4% |
| 30D | -4.7% | -40.8% | +36.1% | -4.0% |
| 3M | +20.2% | -94.1% | +114.4% | +24.3% |
| 6M | +78.8% | -98.2% | +177.0% | +86.5% |
| YTD | +54.1% | -98.0% | +152.1% | +58.8% |
| 1Y | +177.1% | -100.0% | +277.0% | +201.5% |
| 3Y | +371.6% | -100.0% | +471.6% | +405.4% |
| 5Y | +21.9% | -100.0% | +121.9% | +31.8% |
| All | +388.8% | -100.0% | +488.8% | +400.7% |
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