+185.7%
GS vs VIAV
+103.0%
+82.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.8% |
| 7D | +0.9% | -4.6% | +5.5% | +2.0% |
| 30D | -1.6% | -10.4% | +8.8% | +0.3% |
| 3M | -4.5% | -34.5% | +30.0% | +3.7% |
| 6M | +20.9% | +7.0% | +13.9% | +13.5% |
| YTD | +19.9% | +95.6% | -75.7% | -6.3% |
| 1Y | +41.4% | +197.2% | -155.8% | -3.4% |
| 3Y | +239.2% | +232.0% | +7.2% | +118.6% |
| All | +185.7% | +103.0% | +82.7% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling