-100.0%
VIVK vs GRMN
+677.8%
-777.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +4.2% | -11.6% | -8.4% |
| 7D | -4.4% | +2.4% | -6.8% | -5.0% |
| 30D | -40.8% | -8.5% | -32.4% | -39.6% |
| 3M | -94.1% | +19.5% | -113.6% | -94.4% |
| 6M | -98.2% | +21.2% | -119.4% | -98.3% |
| YTD | -98.0% | +41.0% | -139.1% | -98.2% |
| 1Y | -100.0% | +19.6% | -119.6% | -100.0% |
| 3Y | -100.0% | +183.8% | -283.8% | -100.0% |
| 5Y | -100.0% | +83.0% | -183.0% | -100.0% |
| All | -100.0% | +677.8% | -777.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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