+213.1%
GLD vs VIVK
-100.0%
+313.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -1.7% |
| 7D | -3.4% | -9.5% | +6.1% | -3.4% |
| 30D | -1.1% | -35.1% | +34.0% | -1.1% |
| 3M | +5.8% | -93.4% | +99.2% | +5.9% |
| 6M | -17.1% | -98.0% | +80.9% | -16.9% |
| YTD | 0.0% | -97.9% | +97.9% | +0.1% |
| 1Y | +18.2% | -100.0% | +118.2% | +19.2% |
| 3Y | +122.6% | -100.0% | +222.6% | +124.1% |
| 5Y | +137.1% | -100.0% | +237.1% | +138.6% |
| All | +213.1% | -100.0% | +313.1% | +217.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling