+1,704.0%
GS vs VIAV
-60.9%
+1,765.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.3% | -8.6% | -2.5% |
| 7D | -3.2% | -4.8% | +1.6% | -2.3% |
| 30D | -2.4% | -38.5% | +36.1% | +9.4% |
| 3M | -15.7% | -29.9% | +14.1% | -10.0% |
| 6M | -6.8% | -46.3% | +39.5% | +4.8% |
| YTD | -0.1% | +59.8% | -59.8% | -18.3% |
| 1Y | +12.1% | +62.3% | -50.2% | -8.8% |
| 3Y | +185.8% | +243.0% | -57.2% | +84.2% |
| 5Y | +140.1% | +80.3% | +59.8% | +80.0% |
| 10Y | +505.2% | +290.0% | +215.2% | +264.6% |
| All | +1,704.0% | -60.9% | +1,765.0% | +665.2% |
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