-100.0%
VIVK vs GGLL
+153.6%
-253.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +2.5% | -26.0% | -23.6% |
| 7D | -44.2% | +6.3% | -50.6% | -44.3% |
| 30D | -90.0% | -35.1% | -54.9% | -89.9% |
| 3M | -98.0% | -37.7% | -60.3% | -98.0% |
| 6M | -99.9% | -54.1% | -45.8% | -99.9% |
| YTD | -99.9% | -29.4% | -70.5% | -99.9% |
| 1Y | -100.0% | -13.4% | -86.6% | -100.0% |
| 3Y | -100.0% | +158.3% | -258.3% | -100.0% |
| All | -100.0% | +153.6% | -253.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling