+719.2%
GIS vs VIAV
+3,343.9%
-2,624.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.6% |
| 7D | -8.6% | +13.6% | -22.2% | -9.0% |
| 30D | -0.5% | +5.3% | -5.8% | -0.7% |
| 3M | +11.9% | -15.6% | +27.5% | +12.1% |
| 6M | -11.6% | +34.0% | -45.6% | -13.1% |
| YTD | -16.3% | +119.9% | -136.2% | -19.4% |
| 1Y | -21.8% | +235.2% | -256.9% | -25.8% |
| 3Y | -35.7% | +299.8% | -335.4% | -39.7% |
| 5Y | -22.9% | +140.1% | -162.9% | -26.7% |
| 10Y | -16.8% | +420.3% | -437.1% | -23.7% |
| All | +719.2% | +3,343.9% | -2,624.7% | +515.6% |
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 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