+1,017.5%
GLW vs VIVK
-100.0%
+1,117.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.8% |
| 3M | -27.7% | -98.9% | +71.2% | -27.7% |
| 6M | -44.4% | -100.0% | +55.5% | -44.4% |
| YTD | +31.3% | -100.0% | +131.2% | +31.4% |
| 1Y | +40.0% | -100.0% | +140.0% | +40.3% |
| 3Y | +339.2% | -100.0% | +439.2% | +340.2% |
| 5Y | +229.2% | -100.0% | +329.2% | +229.9% |
| 10Y | +528.4% | -100.0% | +628.4% | +530.7% |
| All | +1,017.5% | -100.0% | +1,117.5% | +1,009.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling