-100.0%
VIVK vs GAP
-7.6%
-92.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.9% | -10.3% | -7.2% |
| 7D | -4.4% | -4.1% | -0.3% | -4.6% |
| 30D | -40.8% | +6.2% | -47.0% | -40.4% |
| 3M | -94.1% | -0.7% | -93.5% | -94.0% |
| 6M | -98.2% | -7.1% | -91.1% | -98.2% |
| YTD | -98.0% | -14.1% | -83.9% | -98.1% |
| 1Y | -100.0% | -8.5% | -91.5% | -100.0% |
| All | -100.0% | -7.6% | -92.3% | -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