-100.0%
VIVK vs GTLB
-10.3%
-89.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.2% |
| 7D | -9.5% | -4.1% | -5.4% | -9.1% |
| 30D | -35.1% | +12.3% | -47.4% | -36.0% |
| 3M | -93.4% | +65.9% | -159.3% | -93.8% |
| 6M | -98.0% | +104.0% | -201.9% | -98.2% |
| YTD | -97.9% | +26.0% | -123.9% | -98.0% |
| 1Y | -100.0% | -3.5% | -96.5% | -100.0% |
| All | -100.0% | -10.3% | -89.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling