+438.8%
GS vs VIAV
+291.8%
+147.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +2.0% |
| 7D | +5.9% | +7.9% | -2.0% | +3.2% |
| 30D | +4.3% | -20.3% | +24.6% | +10.1% |
| 3M | -11.7% | -28.5% | +16.9% | -5.0% |
| 6M | -3.2% | -42.7% | +39.5% | +8.8% |
| YTD | +5.8% | +72.4% | -66.6% | -23.0% |
| 1Y | +16.0% | +81.5% | -65.4% | -17.3% |
| 3Y | +199.8% | +293.8% | -94.1% | +48.8% |
| 5Y | +155.5% | +101.4% | +54.1% | +63.0% |
| All | +438.8% | +291.8% | +147.0% | +192.0% |
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 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