-11.4%
GTLB vs VIK
+221.3%
-232.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.5% |
| 7D | -4.1% | -1.8% | -2.2% | -3.6% |
| 30D | +12.3% | -17.3% | +29.6% | +19.1% |
| 3M | +65.9% | -5.1% | +71.0% | +66.9% |
| 6M | +104.0% | +16.2% | +87.8% | +85.2% |
| YTD | +26.0% | +17.6% | +8.4% | +13.4% |
| 1Y | -3.5% | +33.5% | -37.0% | -19.2% |
| All | -11.4% | +221.3% | -232.6% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling