+642.6%
GS vs VIAV
+394.3%
+248.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.4% | -3.7% |
| 7D | +3.4% | +11.3% | -7.9% | -0.3% |
| 30D | +0.2% | -1.0% | +1.2% | -0.6% |
| 3M | -0.3% | -20.5% | +20.2% | +4.4% |
| 6M | +27.4% | +39.0% | -11.6% | +6.6% |
| YTD | +19.6% | +117.5% | -97.8% | -17.1% |
| 1Y | +42.5% | +233.8% | -191.3% | -17.6% |
| 3Y | +240.4% | +295.4% | -55.0% | +76.4% |
| 5Y | +188.9% | +134.3% | +54.6% | +81.5% |
| 10Y | +642.6% | +398.7% | +243.8% | +245.8% |
| All | +642.6% | +394.3% | +248.3% | +245.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling