+218.2%
GLD vs VIAV
+407.5%
-189.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.9% |
| 7D | +0.1% | +13.6% | -13.4% | -0.4% |
| 30D | +0.2% | +5.3% | -5.1% | -0.1% |
| 3M | +3.2% | -15.6% | +18.8% | +3.6% |
| 6M | -14.6% | +34.0% | -48.6% | -15.8% |
| YTD | +1.8% | +119.9% | -118.1% | -1.2% |
| 1Y | +20.7% | +235.2% | -214.4% | +15.8% |
| 3Y | +126.5% | +299.8% | -173.3% | +115.4% |
| 5Y | +140.0% | +140.1% | 0.0% | +129.6% |
| 10Y | +218.2% | +420.3% | -202.1% | +204.7% |
| All | +218.2% | +407.5% | -189.3% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling