+18.2%
GLD vs VIK
+31.2%
-13.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | -3.4% | -1.8% | -1.5% | -3.2% |
| 30D | -1.1% | -17.3% | +16.1% | +0.8% |
| 3M | +5.8% | -5.1% | +10.9% | +5.7% |
| 6M | -17.1% | +16.2% | -33.3% | -19.0% |
| YTD | 0.0% | +17.6% | -17.6% | -2.6% |
| 1Y | +18.2% | +33.5% | -15.3% | +12.7% |
| All | +18.2% | +31.2% | -13.0% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling