+381.8%
GLW vs VIK
+228.1%
+153.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.6% |
| 7D | +3.8% | -3.0% | +6.8% | +5.1% |
| 30D | -1.3% | -20.7% | +19.4% | +8.1% |
| 3M | -21.8% | -4.6% | -17.2% | -20.0% |
| 6M | +6.9% | +14.0% | -7.1% | +1.3% |
| YTD | +77.2% | +20.2% | +57.0% | +64.0% |
| 1Y | +123.2% | +36.0% | +87.2% | +97.3% |
| All | +381.8% | +228.1% | +153.6% | +238.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling