+105.0%
GLDM vs VIVK
-100.0%
+205.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +34.1% | -34.9% | -0.7% |
| 7D | +4.7% | -42.9% | +47.6% | +4.6% |
| 30D | -0.9% | -88.6% | +87.7% | -1.1% |
| 3M | -4.3% | -97.7% | +93.4% | -5.0% |
| 6M | -13.4% | -99.9% | +86.5% | -14.5% |
| YTD | -5.8% | -99.9% | +94.1% | -6.6% |
| 1Y | +2.1% | -100.0% | +102.1% | +2.2% |
| 3Y | +105.0% | -100.0% | +205.0% | +107.8% |
| All | +105.0% | -100.0% | +205.0% | +107.8% |
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 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