+122.4%
GLW vs VIVK
-100.0%
+222.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.4% | +9.4% | +2.0% |
| 7D | +7.8% | -4.4% | +12.2% | +7.8% |
| 30D | -0.4% | -40.8% | +40.4% | -0.7% |
| 3M | -5.6% | -94.1% | +88.6% | -7.2% |
| 6M | +26.7% | -98.2% | +124.9% | +23.6% |
| YTD | +91.0% | -98.0% | +189.1% | +83.1% |
| 1Y | +122.4% | -100.0% | +222.4% | +127.1% |
| All | +122.4% | -100.0% | +222.4% | +127.1% |
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