-100.0%
VIVK vs GGLL
+217.5%
-317.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.5% | -13.1% | -9.8% |
| 7D | -38.6% | +11.5% | -50.2% | -39.1% |
| 30D | -87.7% | -31.2% | -56.5% | -87.5% |
| 3M | -98.9% | -28.7% | -70.2% | -98.8% |
| 6M | -100.0% | -47.2% | -52.8% | -100.0% |
| YTD | -100.0% | -24.3% | -75.7% | -100.0% |
| 1Y | -100.0% | -12.0% | -88.0% | -100.0% |
| 3Y | -100.0% | +169.6% | -269.6% | -100.0% |
| All | -100.0% | +217.5% | -317.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling