+248.5%
GLDM vs VIVK
-100.0%
+348.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -12.3% | +11.4% | -0.9% |
| 7D | -0.5% | -1.4% | +0.8% | -0.5% |
| 30D | +4.4% | -43.6% | +48.0% | +4.4% |
| 3M | -1.1% | -95.1% | +94.1% | -0.9% |
| 6M | -13.7% | -98.2% | +84.5% | -13.5% |
| YTD | +2.8% | -97.9% | +100.7% | +2.9% |
| 1Y | +24.8% | -100.0% | +124.8% | +26.5% |
| 3Y | +127.8% | -100.0% | +227.8% | +130.1% |
| 5Y | +141.1% | -100.0% | +241.1% | +143.4% |
| All | +248.5% | -100.0% | +348.5% | +261.1% |
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