+41.4%
GS vs VIK
+37.7%
+3.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.9% | -3.0% | +4.0% | +2.1% |
| 30D | -1.6% | -20.7% | +19.2% | +6.8% |
| 3M | -4.5% | -4.6% | +0.2% | -3.4% |
| 6M | +20.9% | +14.0% | +6.9% | +13.1% |
| YTD | +19.9% | +20.2% | -0.3% | +10.7% |
| 1Y | +41.4% | +36.0% | +5.4% | +27.6% |
| All | +41.4% | +37.7% | +3.7% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling