+123.2%
GLW vs VIVK
-100.0%
+223.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -12.3% | +18.0% | +5.6% |
| 7D | +3.8% | -1.4% | +5.1% | +3.8% |
| 30D | -1.3% | -43.6% | +42.3% | -1.6% |
| 3M | -21.8% | -95.1% | +73.3% | -23.3% |
| 6M | +6.9% | -98.2% | +105.1% | +4.3% |
| YTD | +77.2% | -97.9% | +175.1% | +69.8% |
| 1Y | +123.2% | -100.0% | +223.2% | +128.9% |
| All | +123.2% | -100.0% | +223.2% | +128.9% |
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