-98.2%
VIVK vs GFI
-7.2%
-90.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.3% | -6.1% | -7.4% |
| 7D | -4.4% | -4.9% | +0.5% | -4.4% |
| 30D | -40.8% | +10.7% | -51.5% | -40.7% |
| 3M | -94.1% | +25.6% | -119.8% | -94.1% |
| 6M | -98.2% | -8.3% | -89.9% | -97.9% |
| All | -98.2% | -7.2% | -90.9% | -97.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling