+107.0%
GLDM vs VIVK
-100.0%
+207.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.5% | +7.6% | +0.1% |
| 7D | -4.6% | -57.7% | +53.1% | -4.6% |
| 30D | -5.5% | -87.3% | +81.8% | -5.3% |
| 3M | -10.9% | -98.9% | +88.0% | -10.6% |
| 6M | -17.3% | -100.0% | +82.6% | -16.8% |
| YTD | -10.2% | -100.0% | +89.8% | -9.7% |
| 1Y | -6.9% | -100.0% | +93.1% | -5.2% |
| 3Y | +98.7% | -100.0% | +198.7% | +102.1% |
| All | +107.0% | -100.0% | +207.0% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling