+40.6%
GLW vs VIVK
-100.0%
+140.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -27.5% | +21.6% | -6.0% |
| 7D | -9.5% | -68.7% | +59.2% | -10.1% |
| 30D | -25.5% | -90.0% | +64.6% | -26.4% |
| 3M | -25.6% | -98.1% | +72.5% | -27.8% |
| 6M | -25.5% | -99.9% | +74.4% | -31.1% |
| YTD | +36.4% | -99.9% | +136.3% | +24.6% |
| 1Y | +40.6% | -100.0% | +140.6% | +29.2% |
| All | +40.6% | -100.0% | +140.6% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling