+185.7%
GS vs VIVK
-100.0%
+285.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -12.3% | +12.4% | +0.2% |
| 7D | +0.9% | -1.4% | +2.3% | +0.9% |
| 30D | -1.6% | -43.6% | +42.0% | -1.0% |
| 3M | -4.5% | -95.1% | +90.7% | -1.8% |
| 6M | +20.9% | -98.2% | +119.1% | +24.9% |
| YTD | +19.9% | -97.9% | +117.8% | +22.5% |
| 1Y | +41.4% | -100.0% | +141.4% | +52.5% |
| 3Y | +239.2% | -100.0% | +339.1% | +257.5% |
| All | +185.7% | -100.0% | +285.7% | +206.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling