+7.7%
GEHC vs VIAV
+255.2%
-247.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -1.2% |
| 7D | -7.9% | +11.2% | -19.1% | -8.4% |
| 30D | -11.7% | -2.6% | -9.1% | -11.8% |
| 3M | +0.8% | -20.1% | +20.9% | +1.9% |
| 6M | -11.6% | +25.8% | -37.4% | -16.9% |
| YTD | -21.6% | +109.9% | -131.4% | -33.2% |
| 1Y | -15.3% | +214.3% | -229.6% | -34.2% |
| 3Y | -0.5% | +281.6% | -282.1% | -28.2% |
| All | +7.7% | +255.2% | -247.5% | -22.6% |
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