+170.5%
GM vs VIVK
-100.0%
+270.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.4% | +6.8% | -0.6% |
| 7D | -2.4% | -4.4% | +1.9% | -2.4% |
| 30D | -1.1% | -40.8% | +39.7% | -1.0% |
| 3M | +6.1% | -94.1% | +100.3% | +6.7% |
| 6M | +15.0% | -98.2% | +113.2% | +15.9% |
| YTD | +6.0% | -98.0% | +104.0% | +6.3% |
| 1Y | +47.1% | -100.0% | +147.1% | +55.5% |
| 3Y | +170.5% | -100.0% | +270.5% | +166.5% |
| All | +170.5% | -100.0% | +270.5% | +166.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling