+394.5%
GLW vs VIVK
-100.0%
+494.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.3% | +7.8% | +1.5% |
| 7D | +16.9% | -7.9% | +24.8% | +16.9% |
| 30D | +7.0% | -42.0% | +48.9% | +7.3% |
| 3M | -3.0% | -92.5% | +89.5% | -2.2% |
| 6M | +31.0% | -98.0% | +129.0% | +32.2% |
| YTD | +93.4% | -97.9% | +191.3% | +92.8% |
| 1Y | +134.7% | -100.0% | +234.7% | +146.1% |
| 3Y | +471.8% | -100.0% | +571.8% | +491.0% |
| 5Y | +394.5% | -100.0% | +494.5% | +405.6% |
| All | +394.5% | -100.0% | +494.5% | +405.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling