-100.0%
VIVK vs GAP
+1.5%
-101.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.5% | -12.8% | -12.3% |
| 7D | -1.4% | -4.5% | +3.1% | -1.7% |
| 30D | -43.6% | +9.0% | -52.7% | -43.2% |
| 3M | -95.1% | +5.0% | -100.1% | -95.0% |
| 6M | -98.2% | -17.8% | -80.4% | -98.1% |
| YTD | -97.9% | -10.4% | -87.5% | -98.0% |
| 1Y | -100.0% | -3.4% | -96.6% | -100.0% |
| All | -100.0% | +1.5% | -101.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling