-100.0%
VIVK vs GNRC
+2,082.9%
-2,182.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.9% | -10.3% | -7.9% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | -40.8% | -15.7% | -25.1% | -38.9% |
| 3M | -94.1% | -27.3% | -66.8% | -93.8% |
| 6M | -98.2% | -12.1% | -86.1% | -98.2% |
| YTD | -98.0% | +37.1% | -135.1% | -98.3% |
| 1Y | -100.0% | -0.5% | -99.5% | -100.0% |
| 3Y | -100.0% | +61.5% | -161.5% | -100.0% |
| 5Y | -100.0% | -58.6% | -41.4% | -100.0% |
| 10Y | -100.0% | +446.3% | -546.3% | -100.0% |
| All | -100.0% | +2,082.9% | -2,182.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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