+199.8%
GS vs VIVK
-100.0%
+299.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.5% | +7.8% | +0.4% |
| 7D | +5.9% | -57.7% | +63.5% | +6.5% |
| 30D | +4.3% | -87.3% | +91.6% | +5.8% |
| 3M | -11.7% | -98.9% | +87.2% | -8.8% |
| 6M | -3.2% | -100.0% | +96.8% | +1.9% |
| YTD | +5.8% | -100.0% | +105.8% | +10.4% |
| 1Y | +16.0% | -100.0% | +116.0% | +24.4% |
| 3Y | +199.8% | -100.0% | +299.8% | +209.5% |
| All | +199.8% | -100.0% | +299.8% | +209.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling