+19.7%
GS vs VIVK
-100.0%
+119.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -27.5% | +31.0% | +3.7% |
| 7D | +0.3% | -68.7% | +69.0% | +0.9% |
| 30D | +3.9% | -90.0% | +93.9% | +4.8% |
| 3M | -11.4% | -98.1% | +86.6% | -10.2% |
| 6M | +3.7% | -99.9% | +103.6% | +6.4% |
| YTD | +7.1% | -99.9% | +107.0% | +9.5% |
| 1Y | +19.7% | -100.0% | +119.6% | +25.5% |
| All | +19.7% | -100.0% | +119.6% | +25.5% |
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