-100.0%
VIVK vs GWRE
+50.1%
-150.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.6% | -8.0% | -7.5% |
| 7D | -4.4% | -13.2% | +8.9% | -0.9% |
| 30D | -40.8% | -18.6% | -22.2% | -37.7% |
| 3M | -94.1% | +18.9% | -113.0% | -94.5% |
| 6M | -98.2% | -11.0% | -87.2% | -98.1% |
| YTD | -98.0% | -29.9% | -68.1% | -97.9% |
| 1Y | -100.0% | -44.3% | -55.6% | -100.0% |
| 3Y | -100.0% | +51.7% | -151.7% | -100.0% |
| All | -100.0% | +50.1% | -150.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling