+138.9%
GLD vs VIAV
+132.3%
+6.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.2% | -12.9% | -2.2% |
| 7D | +0.7% | +11.3% | -10.6% | +0.2% |
| 30D | +0.3% | -1.0% | +1.3% | +0.3% |
| 3M | +0.6% | -20.5% | +21.1% | +1.3% |
| 6M | -15.6% | +39.0% | -54.6% | -17.0% |
| YTD | +0.9% | +117.5% | -116.6% | -2.6% |
| 1Y | +19.4% | +233.8% | -214.4% | +13.8% |
| 3Y | +124.5% | +295.4% | -170.9% | +111.9% |
| 5Y | +138.9% | +134.3% | +4.7% | +121.2% |
| All | +138.9% | +132.3% | +6.6% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling