+405.5%
GH vs VIVK
-100.0%
+505.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.3% | +7.5% | +1.2% |
| 7D | -0.2% | -7.9% | +7.7% | -0.1% |
| 30D | -2.6% | -42.0% | +39.3% | -1.9% |
| 3M | +25.1% | -92.5% | +117.6% | +28.8% |
| 6M | +78.5% | -98.0% | +176.5% | +85.9% |
| YTD | +59.4% | -97.9% | +157.3% | +64.1% |
| 1Y | +173.9% | -100.0% | +273.8% | +198.5% |
| 3Y | +382.7% | -100.0% | +482.7% | +417.0% |
| 5Y | +24.4% | -100.0% | +124.4% | +34.5% |
| All | +405.5% | -100.0% | +505.5% | +417.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling