+156.1%
GS vs VIK
+228.1%
-72.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.9% | -3.0% | +4.0% | +2.3% |
| 30D | -1.6% | -20.7% | +19.2% | +8.3% |
| 3M | -4.5% | -4.6% | +0.2% | -3.1% |
| 6M | +20.9% | +14.0% | +6.9% | +12.2% |
| YTD | +19.9% | +20.2% | -0.3% | +8.5% |
| 1Y | +41.4% | +36.0% | +5.4% | +20.4% |
| All | +156.1% | +228.1% | -72.0% | +70.2% |
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