+40.6%
GLW vs VIAV
+72.0%
-31.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.2% | -3.6% | -4.4% |
| 7D | -9.5% | -14.7% | +5.3% | -0.3% |
| 30D | -25.5% | -37.4% | +11.9% | -0.2% |
| 3M | -25.6% | -27.1% | +1.6% | -10.7% |
| 6M | -25.5% | -44.0% | +18.5% | +5.2% |
| YTD | +36.4% | +64.9% | -28.5% | +7.3% |
| 1Y | +40.6% | +75.3% | -34.7% | +7.8% |
| All | +40.6% | +72.0% | -31.4% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling