+40.0%
GLW vs VIVK
-100.0%
+140.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.5% | +3.2% | -4.3% |
| 7D | +7.7% | -57.7% | +65.4% | +7.8% |
| 30D | -18.8% | -87.3% | +68.4% | -19.1% |
| 3M | -27.7% | -98.9% | +71.2% | -29.4% |
| 6M | -44.4% | -100.0% | +55.5% | -47.9% |
| YTD | +31.3% | -100.0% | +131.2% | +20.7% |
| 1Y | +40.0% | -100.0% | +140.0% | +36.8% |
| All | +40.0% | -100.0% | +140.0% | +36.8% |
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