-100.0%
VIVK vs GME
-56.3%
-43.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +3.7% | -11.1% | -7.7% |
| 7D | -4.4% | +10.4% | -14.8% | -5.1% |
| 30D | -40.8% | +14.1% | -54.9% | -41.4% |
| 3M | -94.1% | -4.6% | -89.5% | -94.1% |
| 6M | -98.2% | -13.5% | -84.7% | -98.2% |
| YTD | -98.0% | +5.3% | -103.3% | -98.0% |
| 1Y | -100.0% | -14.9% | -85.1% | -100.0% |
| 3Y | -100.0% | +24.3% | -124.2% | -100.0% |
| All | -100.0% | -56.3% | -43.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 5y: compounded portfolio wealth divided by compounded GME 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…
5y analysis · Full analysis span regression · 6 months rolling