+655.2%
GS vs VIVK
-100.0%
+755.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -23.6% | +28.2% | +4.7% |
| 7D | +0.8% | -44.2% | +45.1% | +0.9% |
| 30D | +1.2% | -90.0% | +91.2% | +1.4% |
| 3M | -12.4% | -98.0% | +85.6% | -12.1% |
| 6M | -2.3% | -99.9% | +97.6% | -1.8% |
| YTD | +4.6% | -99.9% | +104.5% | +5.1% |
| 1Y | +17.5% | -100.0% | +117.5% | +18.3% |
| 3Y | +202.0% | -100.0% | +302.0% | +204.0% |
| 5Y | +152.4% | -100.0% | +252.4% | +154.1% |
| 10Y | +478.5% | -100.0% | +578.5% | +481.4% |
| All | +655.2% | -100.0% | +755.2% | +681.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling