-100.0%
VIVK vs GGLL
+247.9%
-347.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.1% | +7.7% | +7.7% |
| 7D | +13.1% | +1.9% | +11.2% | +13.0% |
| 30D | -29.7% | -9.7% | -19.9% | -29.4% |
| 3M | -93.0% | -18.0% | -74.9% | -92.9% |
| 6M | -98.0% | +15.3% | -113.2% | -98.0% |
| YTD | -97.8% | +2.2% | -100.0% | -97.8% |
| 1Y | -100.0% | +73.1% | -173.1% | -100.0% |
| 3Y | -100.0% | +242.7% | -342.7% | -100.0% |
| All | -100.0% | +247.9% | -347.9% | -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