+293.8%
VIAV vs GLDM
+99.9%
+194.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | +7.9% | -4.6% | +12.5% | +10.1% |
| 30D | -20.3% | -5.5% | -14.9% | -18.3% |
| 3M | -28.5% | -10.9% | -17.7% | -25.0% |
| 6M | -42.7% | -17.3% | -25.4% | -38.5% |
| YTD | +72.4% | -10.2% | +82.5% | +80.0% |
| 1Y | +81.5% | -6.9% | +88.4% | +87.3% |
| 3Y | +293.8% | +98.7% | +195.2% | +189.9% |
| All | +293.8% | +99.9% | +194.0% | +189.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling