+418.2%
GLW vs VIK
+236.8%
+181.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.6% | +4.9% | +6.5% |
| 7D | +14.0% | +3.6% | +10.4% | +12.4% |
| 30D | +0.4% | -16.7% | +17.1% | +7.9% |
| 3M | -11.3% | -1.1% | -10.3% | -10.6% |
| 6M | +35.1% | +27.8% | +7.3% | +22.8% |
| YTD | +90.5% | +23.3% | +67.2% | +74.6% |
| 1Y | +132.0% | +38.2% | +93.8% | +103.7% |
| All | +418.2% | +236.8% | +181.4% | +260.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling