+264.1%
GLD vs VIVK
-100.0%
+364.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.6% | +6.7% | -2.8% |
| 7D | -5.5% | -38.6% | +33.2% | -5.5% |
| 30D | -7.0% | -87.7% | +80.7% | -7.1% |
| 3M | -12.4% | -98.9% | +86.5% | -12.5% |
| 6M | -18.0% | -100.0% | +81.9% | -18.2% |
| YTD | -10.5% | -100.0% | +89.5% | -10.7% |
| 1Y | -8.1% | -100.0% | +91.9% | -8.3% |
| 3Y | +97.7% | -100.0% | +197.7% | +97.1% |
| 5Y | +103.4% | -100.0% | +203.4% | +102.8% |
| 10Y | +203.1% | -100.0% | +303.1% | +203.5% |
| All | +264.1% | -100.0% | +364.1% | +267.8% |
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