+816.6%
GLD vs VIAV
+140.9%
+675.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -0.9% |
| 7D | -0.5% | -4.6% | +4.1% | -0.4% |
| 30D | +4.4% | -10.4% | +14.8% | +4.6% |
| 3M | -1.1% | -34.5% | +33.4% | -0.2% |
| 6M | -13.8% | +7.0% | -20.7% | -14.2% |
| YTD | +2.6% | +95.6% | -93.0% | +0.7% |
| 1Y | +24.5% | +197.2% | -172.7% | +20.9% |
| 3Y | +125.8% | +232.0% | -106.2% | +118.2% |
| 5Y | +137.8% | +102.2% | +35.6% | +131.4% |
| 10Y | +221.4% | +344.6% | -123.3% | +206.5% |
| All | +816.6% | +140.9% | +675.7% | +733.3% |
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