-100.0%
VIVK vs GAP
+3.0%
-103.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.4% |
| 7D | -9.5% | -6.3% | -3.2% | -9.4% |
| 30D | -35.1% | -0.2% | -34.9% | -35.1% |
| 3M | -93.4% | 0.0% | -93.4% | -93.4% |
| 6M | -98.0% | -8.1% | -89.9% | -98.0% |
| YTD | -97.9% | -16.5% | -81.4% | -97.9% |
| 1Y | -100.0% | -10.5% | -89.5% | -100.0% |
| 3Y | -100.0% | +104.0% | -204.0% | -100.0% |
| 5Y | -100.0% | +6.8% | -106.8% | -100.0% |
| All | -100.0% | +3.0% | -103.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling