+21.7%
GPN vs VIVK
-100.0%
+121.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -27.5% | +25.5% | -2.1% |
| 7D | +15.0% | -68.7% | +83.7% | +14.3% |
| 30D | +16.9% | -90.0% | +107.0% | +16.1% |
| 3M | +9.2% | -98.1% | +107.2% | +8.1% |
| 6M | +34.7% | -99.9% | +134.6% | +33.7% |
| YTD | +25.4% | -99.9% | +125.3% | +23.7% |
| 1Y | +21.7% | -100.0% | +121.7% | +26.8% |
| All | +21.7% | -100.0% | +121.7% | +26.8% |
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