+24.4%
GH vs VIVK
-100.0%
+124.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.9% |
| 3M | +20.2% | -94.1% | +114.4% | +24.5% |
| 6M | +78.8% | -98.2% | +177.0% | +86.9% |
| YTD | +54.1% | -98.0% | +152.1% | +59.0% |
| 1Y | +177.1% | -100.0% | +277.0% | +204.7% |
| 3Y | +371.6% | -100.0% | +471.6% | +405.9% |
| All | +24.4% | -100.0% | +124.4% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling