+627.7%
GEV vs VIAV
+309.4%
+318.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.4% |
| 7D | +3.2% | +13.6% | -10.4% | -1.2% |
| 30D | -4.0% | +5.3% | -9.3% | -6.0% |
| 3M | +3.4% | -15.6% | +19.0% | +7.2% |
| 6M | +14.7% | +34.0% | -19.3% | +0.9% |
| YTD | +45.8% | +119.9% | -74.1% | +7.5% |
| 1Y | +57.4% | +235.2% | -177.8% | -1.7% |
| All | +627.7% | +309.4% | +318.3% | +277.2% |
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