+317.4%
GLD vs VIVK
-100.0%
+417.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.3% | +11.5% | -0.8% |
| 7D | -0.5% | -1.4% | +0.9% | -0.5% |
| 30D | +4.4% | -43.6% | +48.0% | +4.4% |
| 3M | -1.1% | -95.1% | +94.0% | -1.2% |
| 6M | -13.8% | -98.2% | +84.4% | -13.9% |
| YTD | +2.6% | -97.9% | +100.6% | +2.6% |
| 1Y | +24.5% | -100.0% | +124.5% | +24.3% |
| 3Y | +125.8% | -100.0% | +225.8% | +125.5% |
| 5Y | +137.8% | -100.0% | +237.8% | +137.4% |
| 10Y | +221.4% | -100.0% | +321.4% | +222.4% |
| All | +317.4% | -100.0% | +417.4% | +322.2% |
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