+233.8%
VIAV vs GLDM
+20.2%
+213.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.7% | +12.9% | +11.9% |
| 7D | +11.3% | +0.7% | +10.6% | +10.7% |
| 30D | -1.0% | +0.3% | -1.3% | -1.3% |
| 3M | -20.5% | +0.7% | -21.2% | -21.1% |
| 6M | +39.0% | -15.4% | +54.4% | +46.7% |
| YTD | +117.5% | +1.0% | +116.4% | +111.1% |
| 1Y | +233.8% | +19.7% | +214.0% | +191.5% |
| All | +233.8% | +20.2% | +213.6% | +191.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GLDM 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling