+88.7%
GLD vs VIK
+225.3%
-136.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.1% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | +0.2% | -18.0% | +18.2% | +1.2% |
| 3M | +3.2% | -5.8% | +9.0% | +3.3% |
| 6M | -14.6% | +17.2% | -31.8% | -15.5% |
| YTD | +1.8% | +19.1% | -17.4% | +0.7% |
| 1Y | +20.7% | +33.6% | -12.9% | +19.1% |
| All | +88.7% | +225.3% | -136.6% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 10y: compounded portfolio wealth divided by compounded VIK 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…
10y analysis · Full analysis span regression · 6 months rolling