-100.0%
VIVK vs GWRE
-25.4%
-74.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -19.9% | +7.6% | -5.5% |
| 7D | -1.4% | -21.1% | +19.7% | +6.6% |
| 30D | -43.6% | +1.3% | -44.9% | -44.4% |
| 3M | -95.1% | +7.4% | -102.6% | -95.2% |
| 6M | -98.2% | +5.6% | -103.8% | -98.1% |
| YTD | -97.9% | -19.2% | -78.7% | -97.8% |
| 1Y | -100.0% | -25.1% | -74.8% | -100.0% |
| All | -100.0% | -25.4% | -74.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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