-100.0%
VIVK vs GSK
+191.8%
-291.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.2% | -6.5% | -6.4% |
| 7D | -7.9% | -3.6% | -4.3% | -7.4% |
| 30D | -42.0% | -5.9% | -36.0% | -41.4% |
| 3M | -92.5% | -4.3% | -88.2% | -92.4% |
| 6M | -98.0% | -10.8% | -87.2% | -98.0% |
| YTD | -97.9% | +1.8% | -99.7% | -97.9% |
| 1Y | -100.0% | +23.5% | -123.4% | -100.0% |
| 3Y | -100.0% | +49.5% | -149.5% | -100.0% |
| 5Y | -100.0% | +49.7% | -149.7% | -100.0% |
| 10Y | -100.0% | +81.9% | -181.9% | -100.0% |
| All | -100.0% | +191.8% | -291.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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