-5.5%
GTLB vs VIK
+34.6%
-40.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -0.7% |
| 7D | -5.7% | -0.9% | -4.8% | -5.7% |
| 30D | +15.1% | -18.4% | +33.6% | +16.6% |
| 3M | +65.5% | -8.8% | +74.2% | +65.9% |
| 6M | +102.9% | +17.1% | +85.8% | +95.9% |
| YTD | +25.2% | +19.0% | +6.2% | +21.9% |
| 1Y | -5.5% | +30.1% | -35.7% | -10.6% |
| All | -5.5% | +34.6% | -40.1% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling