+98.4%
GM vs VIK
+221.3%
-122.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.1% | +3.2% |
| 7D | -1.1% | -1.8% | +0.8% | -0.5% |
| 30D | -3.4% | -17.3% | +13.9% | +2.7% |
| 3M | +8.7% | -5.1% | +13.7% | +9.7% |
| 6M | +15.4% | +16.2% | -0.8% | +7.9% |
| YTD | +6.6% | +17.6% | -11.0% | -1.2% |
| 1Y | +51.5% | +33.5% | +18.0% | +33.9% |
| All | +98.4% | +221.3% | -122.8% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling