-100.0%
VIVK vs GFI
+456.0%
-556.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.3% | -6.1% | -7.3% |
| 7D | -4.4% | -4.9% | +0.5% | -4.2% |
| 30D | -40.8% | +10.7% | -51.5% | -41.1% |
| 3M | -94.1% | +25.6% | -119.8% | -94.2% |
| 6M | -98.2% | -8.3% | -89.9% | -98.2% |
| YTD | -98.0% | +6.3% | -104.3% | -98.0% |
| 1Y | -100.0% | +22.1% | -122.0% | -100.0% |
| 3Y | -100.0% | +289.2% | -389.2% | -100.0% |
| 5Y | -100.0% | +531.7% | -631.7% | -100.0% |
| 10Y | -100.0% | +1,043.8% | -1,143.8% | -100.0% |
| All | -100.0% | +456.0% | -556.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling