-25.7%
GIS vs VIVK
-100.0%
+74.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | -0.3% |
| 7D | -6.4% | -4.4% | -2.0% | -6.4% |
| 30D | -6.1% | -40.8% | +34.7% | -6.0% |
| 3M | +7.8% | -94.1% | +102.0% | +8.3% |
| 6M | -8.8% | -98.2% | +89.4% | -8.2% |
| YTD | -19.1% | -98.0% | +78.9% | -18.8% |
| 1Y | -24.8% | -100.0% | +75.2% | -24.6% |
| 3Y | -37.6% | -100.0% | +62.4% | -37.3% |
| All | -25.7% | -100.0% | +74.3% | -25.1% |
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