-100.0%
VIVK vs GLXY
+2.7%
-102.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.5% | +2.2% |
| 7D | -9.5% | -8.9% | -0.5% | -9.9% |
| 30D | -35.1% | +19.9% | -55.0% | -34.2% |
| 3M | -93.4% | -20.0% | -73.4% | -93.2% |
| 6M | -98.0% | +10.5% | -108.5% | -98.0% |
| YTD | -97.9% | +7.9% | -105.8% | -97.8% |
| 1Y | -100.0% | -7.5% | -92.5% | -100.0% |
| All | -100.0% | +2.7% | -102.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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