+221.9%
VIK vs GFI
+196.2%
+25.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.6% | -1.0% |
| 7D | -1.8% | -5.1% | +3.3% | -1.3% |
| 30D | -17.3% | +13.4% | -30.7% | -18.4% |
| 3M | -5.1% | +36.2% | -41.3% | -8.6% |
| 6M | +16.2% | -9.8% | +26.0% | +15.8% |
| YTD | +17.6% | +7.7% | +10.0% | +16.0% |
| 1Y | +33.5% | +27.2% | +6.3% | +30.7% |
| All | +221.9% | +196.2% | +25.7% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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