-100.0%
VIVK vs GPC
+86.4%
-186.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.0% | -7.3% |
| 7D | -4.4% | -3.2% | -1.2% | -3.8% |
| 30D | -40.8% | +0.5% | -41.3% | -41.0% |
| 3M | -94.1% | +31.7% | -125.9% | -94.6% |
| 6M | -98.2% | +24.7% | -122.9% | -98.3% |
| YTD | -98.0% | +11.8% | -109.8% | -98.1% |
| 1Y | -100.0% | -3.0% | -97.0% | -100.0% |
| 3Y | -100.0% | -1.1% | -98.9% | -100.0% |
| 5Y | -100.0% | +30.5% | -130.5% | -100.0% |
| All | -100.0% | +86.4% | -186.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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