+25.7%
GPN vs VIVK
-100.0%
+125.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | 0.0% |
| 7D | -4.3% | -4.4% | +0.1% | -4.3% |
| 30D | 0.0% | -40.8% | +40.8% | +0.2% |
| 3M | +35.8% | -94.1% | +130.0% | +37.3% |
| 6M | +22.0% | -98.2% | +120.2% | +23.7% |
| YTD | +15.2% | -98.0% | +113.2% | +16.3% |
| 1Y | +3.5% | -100.0% | +103.5% | +6.5% |
| 3Y | -26.9% | -100.0% | +73.0% | -25.2% |
| 5Y | -44.2% | -100.0% | +55.8% | -42.9% |
| All | +25.7% | -100.0% | +125.7% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling