+126.5%
GLDM vs VIVK
-100.0%
+226.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.7% | -9.4% | -1.7% |
| 7D | +0.7% | +13.1% | -12.3% | +0.8% |
| 30D | +0.3% | -29.7% | +30.0% | +0.2% |
| 3M | +0.7% | -93.0% | +93.7% | +0.1% |
| 6M | -15.4% | -98.0% | +82.5% | -16.1% |
| YTD | +1.0% | -97.8% | +98.8% | +0.6% |
| 1Y | +19.7% | -100.0% | +119.7% | +20.5% |
| 3Y | +126.5% | -100.0% | +226.5% | +126.5% |
| All | +126.5% | -100.0% | +226.5% | +126.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling