+765.5%
GS vs VIVK
-100.0%
+865.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -12.3% | +12.4% | +0.1% |
| 7D | +0.9% | -1.4% | +2.3% | +0.9% |
| 30D | -1.6% | -43.6% | +42.0% | -1.5% |
| 3M | -4.5% | -95.1% | +90.7% | -4.3% |
| 6M | +20.9% | -98.2% | +119.1% | +21.2% |
| YTD | +19.9% | -97.9% | +117.8% | +20.1% |
| 1Y | +41.4% | -100.0% | +141.4% | +42.1% |
| 3Y | +239.2% | -100.0% | +339.1% | +240.5% |
| 5Y | +185.0% | -100.0% | +285.0% | +186.2% |
| 10Y | +655.0% | -100.0% | +755.0% | +656.6% |
| All | +765.5% | -100.0% | +865.5% | +792.8% |
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