-100.0%
VIVK vs GAP
+80.0%
-180.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.2% | +7.9% | +7.7% |
| 7D | +13.1% | +1.7% | +11.3% | +13.0% |
| 30D | -29.7% | +9.3% | -39.0% | -30.0% |
| 3M | -93.0% | +6.1% | -99.1% | -93.0% |
| 6M | -98.0% | -2.3% | -95.7% | -98.0% |
| YTD | -97.8% | -10.6% | -87.2% | -97.8% |
| 1Y | -100.0% | -4.4% | -95.5% | -100.0% |
| 3Y | -100.0% | +118.3% | -218.3% | -100.0% |
| 5Y | -100.0% | +12.2% | -112.2% | -100.0% |
| 10Y | -100.0% | +33.7% | -133.7% | -100.0% |
| All | -100.0% | +80.0% | -180.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling