-18.0%
GLD vs VIAV
-38.5%
+20.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.7% |
| 7D | -5.5% | +23.7% | -29.2% | -6.7% |
| 30D | -7.0% | -21.2% | +14.2% | -5.8% |
| 3M | -12.4% | -24.5% | +12.2% | -10.9% |
| 6M | -18.0% | -39.1% | +21.0% | -16.2% |
| All | -18.0% | -38.5% | +20.5% | -16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling