+128.9%
GIS vs VIVK
-100.0%
+228.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.3% | +4.7% | -1.6% |
| 7D | -8.6% | -7.9% | -0.7% | -8.6% |
| 30D | -0.5% | -42.0% | +41.5% | -0.4% |
| 3M | +11.9% | -92.5% | +104.4% | +12.0% |
| 6M | -11.6% | -98.0% | +86.4% | -11.5% |
| YTD | -16.3% | -97.9% | +81.6% | -16.3% |
| 1Y | -21.8% | -100.0% | +78.2% | -21.6% |
| 3Y | -35.7% | -100.0% | +64.3% | -35.6% |
| 5Y | -22.9% | -100.0% | +77.1% | -22.8% |
| 10Y | -16.8% | -100.0% | +83.2% | -16.9% |
| All | +128.9% | -100.0% | +228.9% | +129.8% |
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