+225.7%
VIK vs GNRC
+33.6%
+192.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.3% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -18.4% | -15.7% | -2.7% | -14.1% |
| 3M | -8.8% | -27.3% | +18.6% | -0.2% |
| 6M | +17.1% | -12.1% | +29.2% | +18.6% |
| YTD | +19.0% | +37.1% | -18.1% | +1.3% |
| 1Y | +30.1% | -0.5% | +30.6% | +23.8% |
| All | +225.7% | +33.6% | +192.1% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 3y: compounded portfolio wealth divided by compounded GNRC 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…
3y analysis · Full analysis span regression · 6 months rolling