+97.3%
GM vs VIK
+225.1%
-127.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.0% |
| 7D | -2.4% | -0.9% | -1.5% | -2.2% |
| 30D | -1.1% | -18.4% | +17.3% | +5.7% |
| 3M | +6.1% | -8.8% | +14.9% | +8.7% |
| 6M | +15.0% | +17.1% | -2.2% | +7.1% |
| YTD | +6.0% | +19.0% | -13.1% | -2.1% |
| 1Y | +47.1% | +30.1% | +16.9% | +31.2% |
| All | +97.3% | +225.1% | -127.8% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 3y: compounded portfolio wealth divided by compounded VIK 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…
3y analysis · Full analysis span regression · 6 months rolling