+419.6%
GLW vs VIK
+225.1%
+194.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.5% |
| 7D | +7.8% | -0.9% | +8.8% | +8.3% |
| 30D | -0.4% | -18.4% | +18.0% | +7.8% |
| 3M | -5.6% | -8.8% | +3.2% | -1.7% |
| 6M | +26.7% | +17.1% | +9.6% | +19.0% |
| YTD | +91.0% | +19.0% | +72.0% | +77.6% |
| 1Y | +122.4% | +30.1% | +92.3% | +99.9% |
| All | +419.6% | +225.1% | +194.5% | +266.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling