+700.9%
GLD vs VIAV
+112.3%
+588.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.3% |
| 7D | -4.6% | +7.9% | -12.5% | -4.8% |
| 30D | -5.5% | -20.3% | +14.8% | -5.0% |
| 3M | -10.9% | -28.5% | +17.6% | -10.3% |
| 6M | -17.4% | -42.7% | +25.3% | -16.6% |
| YTD | -10.3% | +72.4% | -82.7% | -11.9% |
| 1Y | -7.2% | +81.5% | -88.6% | -8.9% |
| 3Y | +96.9% | +293.8% | -196.9% | +89.4% |
| 5Y | +103.8% | +101.4% | +2.3% | +98.1% |
| 10Y | +203.5% | +293.8% | -90.3% | +189.9% |
| All | +700.9% | +112.3% | +588.6% | +629.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling