+237.5%
VIK vs GPC
-7.3%
+244.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.6% | +3.4% |
| 7D | +3.6% | +0.2% | +3.4% | +3.5% |
| 30D | -16.7% | -0.4% | -16.4% | -16.7% |
| 3M | -1.1% | +39.2% | -40.3% | -10.9% |
| 6M | +27.8% | +18.2% | +9.6% | +20.2% |
| YTD | +23.3% | +12.1% | +11.3% | +15.6% |
| 1Y | +38.2% | -0.7% | +38.8% | +34.7% |
| All | +237.5% | -7.3% | +244.7% | +228.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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