+245.1%
VIK vs GPC
-14.4%
+259.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.0% | +2.4% |
| 7D | -1.2% | -2.1% | +0.9% | -0.7% |
| 30D | +11.5% | -4.5% | +16.0% | +12.6% |
| 3M | -11.3% | -7.7% | -3.6% | -9.8% |
| 6M | +11.3% | +24.3% | -13.0% | +3.0% |
| YTD | +26.1% | +3.5% | +22.6% | +20.3% |
| 1Y | +50.0% | +0.7% | +49.2% | +44.4% |
| All | +245.1% | -14.4% | +259.5% | +242.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling