+138.9%
GLD vs VIVK
-100.0%
+238.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.7% | -9.4% | -1.7% |
| 7D | +0.7% | +13.1% | -12.3% | +0.7% |
| 30D | +0.3% | -29.7% | +30.0% | +0.3% |
| 3M | +0.6% | -93.0% | +93.6% | +0.8% |
| 6M | -15.6% | -98.0% | +82.4% | -15.4% |
| YTD | +0.9% | -97.8% | +98.6% | +1.1% |
| 1Y | +19.4% | -100.0% | +119.4% | +22.0% |
| 3Y | +124.5% | -100.0% | +224.4% | +128.2% |
| 5Y | +138.9% | -100.0% | +238.9% | +141.1% |
| All | +138.9% | -100.0% | +238.9% | +141.1% |
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