-100.0%
VIVK vs GGLL
+64.8%
-164.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.5% | -1.8% | -6.5% |
| 7D | -7.9% | -3.9% | -4.0% | -8.1% |
| 30D | -42.0% | -15.4% | -26.6% | -42.5% |
| 3M | -92.5% | -21.9% | -70.6% | -92.3% |
| 6M | -98.0% | +4.5% | -102.5% | -98.2% |
| YTD | -97.9% | -2.4% | -95.5% | -98.1% |
| 1Y | -100.0% | +57.8% | -157.8% | -100.0% |
| All | -100.0% | +64.8% | -164.8% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling