-100.0%
VIVK vs GME
+380.2%
-480.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.4% | +9.1% | +7.7% |
| 7D | +13.1% | +0.4% | +12.6% | +13.0% |
| 30D | -29.7% | -1.4% | -28.3% | -29.7% |
| 3M | -93.0% | -15.1% | -77.8% | -93.0% |
| 6M | -98.0% | -22.5% | -75.5% | -98.0% |
| YTD | -97.8% | -5.9% | -91.8% | -97.8% |
| 1Y | -100.0% | -18.6% | -81.3% | -100.0% |
| 3Y | -100.0% | +6.7% | -106.6% | -100.0% |
| 5Y | -100.0% | -62.0% | -38.0% | -100.0% |
| 10Y | -100.0% | +239.5% | -339.4% | -100.0% |
| All | -100.0% | +380.2% | -480.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling