+12.0%
GEHC vs VIAV
+268.0%
-256.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.2% | -14.2% | -3.5% |
| 7D | -5.2% | +11.3% | -16.5% | -5.7% |
| 30D | -7.0% | -1.0% | -6.0% | -7.1% |
| 3M | +3.3% | -20.5% | +23.8% | +4.7% |
| 6M | -10.0% | +39.0% | -49.0% | -16.3% |
| YTD | -18.5% | +117.5% | -135.9% | -30.7% |
| 1Y | -14.4% | +233.8% | -248.2% | -33.9% |
| 3Y | +3.4% | +295.4% | -292.0% | -25.5% |
| All | +12.0% | +268.0% | -256.0% | -19.7% |
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