+452.7%
GS vs VIVK
-100.0%
+552.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +34.1% | -34.5% | -0.6% |
| 7D | -3.2% | -42.9% | +39.7% | -2.9% |
| 30D | -2.4% | -88.6% | +86.2% | -1.0% |
| 3M | -15.7% | -97.7% | +81.9% | -13.6% |
| 6M | -6.8% | -99.9% | +93.1% | -2.6% |
| YTD | -0.1% | -99.9% | +99.9% | +3.5% |
| 1Y | +12.1% | -100.0% | +112.1% | +18.2% |
| 3Y | +185.8% | -100.0% | +285.8% | +201.8% |
| 5Y | +140.1% | -100.0% | +240.1% | +154.1% |
| All | +452.7% | -100.0% | +552.7% | +497.7% |
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