+2,064.0%
GS vs VIAV
-52.2%
+2,116.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.9% |
| 7D | +0.9% | -4.6% | +5.5% | +2.1% |
| 30D | -1.6% | -10.4% | +8.8% | +0.5% |
| 3M | -4.5% | -34.5% | +30.0% | +4.6% |
| 6M | +20.9% | +7.0% | +13.9% | +13.8% |
| YTD | +19.9% | +95.6% | -75.7% | -5.2% |
| 1Y | +41.4% | +197.2% | -155.8% | -0.9% |
| 3Y | +239.2% | +232.0% | +7.2% | +124.7% |
| 5Y | +185.0% | +102.2% | +82.8% | +111.3% |
| 10Y | +655.0% | +344.6% | +310.3% | +347.6% |
| All | +2,064.0% | -52.2% | +2,116.2% | +787.8% |
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 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