-100.0%
VIVK vs GLXY
-53.6%
-46.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -5.3% | -2.2% | -6.6% |
| 7D | -57.7% | +5.3% | -62.9% | -58.3% |
| 30D | -87.3% | -19.8% | -67.5% | -86.7% |
| 3M | -98.9% | -31.4% | -67.5% | -98.8% |
| 6M | -100.0% | -53.3% | -46.6% | -99.9% |
| YTD | -100.0% | -35.7% | -64.3% | -100.0% |
| 1Y | -100.0% | -47.2% | -52.8% | -100.0% |
| All | -100.0% | -53.6% | -46.4% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling