-100.0%
VIVK vs GRMN
+1,392.3%
-1,492.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.3% | -5.1% | -6.5% |
| 7D | -7.9% | -1.4% | -6.5% | -8.1% |
| 30D | -42.0% | -13.1% | -28.9% | -43.1% |
| 3M | -92.5% | +14.9% | -107.4% | -92.3% |
| 6M | -98.0% | +13.1% | -111.1% | -98.0% |
| YTD | -97.9% | +35.3% | -133.2% | -97.8% |
| 1Y | -100.0% | +16.0% | -116.0% | -100.0% |
| 3Y | -100.0% | +179.6% | -279.6% | -100.0% |
| 5Y | -100.0% | +75.0% | -175.0% | -100.0% |
| 10Y | -100.0% | +644.1% | -744.1% | -100.0% |
| All | -100.0% | +1,392.3% | -1,492.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling