+102.3%
GLD vs VIAV
+325.3%
-223.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.6% | -1.5% |
| 7D | -2.0% | +12.3% | -14.3% | -2.8% |
| 30D | -4.4% | -21.0% | +16.5% | -3.3% |
| 3M | -8.9% | -14.1% | +5.1% | -8.5% |
| 6M | -16.0% | -39.9% | +23.9% | -14.1% |
| YTD | -7.9% | +85.2% | -93.0% | -11.7% |
| 1Y | -3.9% | +84.3% | -88.1% | -7.9% |
| All | +102.3% | +325.3% | -223.0% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling