-100.0%
VIVK vs GGLL
+194.0%
-294.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.8% | -0.6% | -22.2% | -22.7% |
| 7D | -56.0% | +5.1% | -61.1% | -56.1% |
| 30D | -92.3% | -35.5% | -56.8% | -92.1% |
| 3M | -98.6% | -39.2% | -59.5% | -98.6% |
| 6M | -99.9% | -54.4% | -45.6% | -99.9% |
| YTD | -100.0% | -29.8% | -70.1% | -100.0% |
| 1Y | -100.0% | -20.4% | -79.6% | -100.0% |
| 3Y | -100.0% | +149.7% | -249.7% | -100.0% |
| All | -100.0% | +194.0% | -294.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling