-13.8%
GLD vs VIAV
+2.8%
-16.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -1.1% |
| 7D | -0.5% | -4.6% | +4.1% | -0.2% |
| 30D | +4.4% | -10.4% | +14.8% | +5.0% |
| 3M | -1.1% | -34.5% | +33.4% | +1.3% |
| 6M | -13.8% | +7.0% | -20.7% | -15.0% |
| All | -13.8% | +2.8% | -16.6% | -15.0% |
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