-17.4%
GIS vs VIVK
-100.0%
+82.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -27.5% | +32.6% | +5.3% |
| 7D | +8.5% | -68.7% | +77.1% | +9.0% |
| 30D | +15.3% | -90.0% | +105.3% | +16.3% |
| 3M | +0.9% | -98.1% | +99.0% | +2.6% |
| 6M | +7.9% | -99.9% | +107.9% | +12.2% |
| YTD | -17.6% | -99.9% | +82.3% | -16.2% |
| 1Y | -17.4% | -100.0% | +82.6% | -12.5% |
| All | -17.4% | -100.0% | +82.6% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling