+240.0%
GM vs VIVK
-100.0%
+340.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +2.8% |
| 7D | -1.1% | -9.5% | +8.4% | -1.1% |
| 30D | -3.4% | -35.1% | +31.7% | -3.4% |
| 3M | +8.7% | -93.4% | +102.0% | +8.6% |
| 6M | +15.4% | -98.0% | +113.4% | +15.3% |
| YTD | +6.6% | -97.9% | +104.5% | +6.5% |
| 1Y | +51.5% | -100.0% | +151.5% | +51.2% |
| 3Y | +169.3% | -100.0% | +269.3% | +168.8% |
| 5Y | +81.6% | -100.0% | +181.5% | +81.2% |
| 10Y | +240.7% | -100.0% | +340.7% | +243.4% |
| All | +240.0% | -100.0% | +340.0% | +257.9% |
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