-100.0%
VIVK vs GTLB
+14.4%
-114.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.1% | -13.4% | -12.5% |
| 7D | -1.4% | +11.1% | -12.4% | -3.6% |
| 30D | -43.6% | +37.8% | -81.4% | -47.2% |
| 3M | -95.1% | +61.6% | -156.7% | -95.7% |
| 6M | -98.2% | +98.9% | -197.1% | -98.5% |
| YTD | -97.9% | +32.8% | -130.7% | -98.2% |
| 1Y | -100.0% | +14.7% | -114.6% | -100.0% |
| All | -100.0% | +14.4% | -114.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling