+228.8%
VIK vs GGLL
+172.6%
+56.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.8% |
| 7D | -3.0% | -4.8% | +1.7% | -1.9% |
| 30D | -20.7% | -13.7% | -7.0% | -18.0% |
| 3M | -4.6% | -21.9% | +17.2% | -0.2% |
| 6M | +14.0% | +11.7% | +2.3% | +7.6% |
| YTD | +20.2% | +2.3% | +17.9% | +15.3% |
| 1Y | +36.0% | +76.2% | -40.2% | +12.4% |
| All | +228.8% | +172.6% | +56.2% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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