+39.4%
GM vs VIVK
-100.0%
+139.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -27.5% | +32.1% | +4.4% |
| 7D | +12.1% | -68.7% | +80.7% | +11.3% |
| 30D | +15.2% | -90.0% | +105.2% | +13.4% |
| 3M | +4.9% | -98.1% | +102.9% | +2.0% |
| 6M | +22.6% | -99.9% | +122.5% | +16.4% |
| YTD | +14.4% | -99.9% | +114.3% | +10.1% |
| 1Y | +39.4% | -100.0% | +139.4% | +48.2% |
| All | +39.4% | -100.0% | +139.4% | +48.2% |
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