-11.9%
GTLB vs VIK
+225.1%
-237.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -1.0% |
| 7D | -5.7% | -0.9% | -4.8% | -5.5% |
| 30D | +15.1% | -18.4% | +33.6% | +22.7% |
| 3M | +65.5% | -8.8% | +74.2% | +69.0% |
| 6M | +102.9% | +17.1% | +85.8% | +83.8% |
| YTD | +25.2% | +19.0% | +6.2% | +12.2% |
| 1Y | -5.5% | +30.1% | -35.7% | -19.6% |
| All | -11.9% | +225.1% | -237.0% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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