-100.0%
VIVK vs GFI
+45.3%
-145.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.6% | -10.7% | -12.3% |
| 7D | -1.4% | +3.1% | -4.5% | -1.4% |
| 30D | -43.6% | +27.1% | -70.7% | -43.6% |
| 3M | -95.1% | +21.2% | -116.3% | -95.1% |
| 6M | -98.2% | -4.5% | -93.7% | -98.2% |
| YTD | -97.9% | +11.7% | -109.6% | -98.1% |
| 1Y | -100.0% | +46.0% | -146.0% | -100.0% |
| All | -100.0% | +45.3% | -145.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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