-18.1%
GPN vs VIK
+225.3%
-243.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -1.5% |
| 7D | -6.2% | -0.8% | -5.4% | -6.0% |
| 30D | +1.0% | -18.0% | +19.1% | +7.7% |
| 3M | +36.9% | -5.8% | +42.7% | +38.8% |
| 6M | +16.8% | +17.2% | -0.4% | +8.5% |
| YTD | +13.2% | +19.1% | -5.9% | +4.4% |
| 1Y | +1.4% | +33.6% | -32.2% | -10.8% |
| All | -18.1% | +225.3% | -243.4% | -42.7% |
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