+91.6%
GLDM vs VIK
+228.1%
-136.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -0.5% | -3.0% | +2.5% | -0.4% |
| 30D | +4.4% | -20.7% | +25.1% | +5.7% |
| 3M | -1.1% | -4.6% | +3.6% | -1.0% |
| 6M | -13.7% | +14.0% | -27.7% | -14.4% |
| YTD | +2.8% | +20.2% | -17.4% | +1.7% |
| 1Y | +24.8% | +36.0% | -11.2% | +23.1% |
| All | +91.6% | +228.1% | -136.6% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling