+159.7%
GILD vs VIAV
+419.4%
-259.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -1.1% |
| 7D | -4.8% | +11.2% | -16.0% | -5.8% |
| 30D | +5.8% | -10.1% | +15.9% | +6.5% |
| 3M | +14.9% | -22.9% | +37.8% | +16.7% |
| 6M | -0.4% | +28.8% | -29.1% | -6.0% |
| YTD | +18.5% | +117.5% | -98.9% | +3.5% |
| 1Y | +25.1% | +216.1% | -191.0% | +3.0% |
| 3Y | +105.9% | +292.2% | -186.3% | +61.0% |
| 5Y | +143.0% | +141.0% | +2.0% | +102.3% |
| All | +159.7% | +419.4% | -259.7% | +85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling