+139.3%
GS vs VIAV
+79.2%
+60.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.3% | -8.6% | -2.2% |
| 7D | -3.2% | -4.8% | +1.6% | -2.4% |
| 30D | -2.4% | -38.5% | +36.1% | +7.8% |
| 3M | -15.7% | -29.9% | +14.1% | -10.7% |
| 6M | -6.8% | -46.3% | +39.5% | +3.5% |
| YTD | -0.1% | +59.8% | -59.8% | -19.7% |
| 1Y | +12.1% | +62.3% | -50.2% | -10.4% |
| 3Y | +185.8% | +243.0% | -57.2% | +75.7% |
| All | +139.3% | +79.2% | +60.2% | +77.1% |
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