-100.0%
VIVK vs GRMN
+179.1%
-279.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -9.5% | -1.8% | -7.7% | -8.9% |
| 30D | -35.1% | -12.1% | -23.0% | -32.1% |
| 3M | -93.4% | +18.0% | -111.3% | -93.7% |
| 6M | -98.0% | +13.7% | -111.7% | -98.1% |
| YTD | -97.9% | +35.3% | -133.2% | -98.1% |
| 1Y | -100.0% | +17.2% | -117.2% | -100.0% |
| All | -100.0% | +179.1% | -279.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling