+123.2%
GLW vs VIAV
+200.0%
-76.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.7% | +2.0% | +3.5% |
| 7D | +3.8% | -4.6% | +8.4% | +6.6% |
| 30D | -1.3% | -10.4% | +9.0% | +4.6% |
| 3M | -21.8% | -34.5% | +12.7% | -1.4% |
| 6M | +6.9% | +7.0% | -0.1% | +6.4% |
| YTD | +77.2% | +95.6% | -18.5% | +47.0% |
| 1Y | +123.2% | +197.2% | -73.9% | +67.3% |
| All | +123.2% | +200.0% | -76.8% | +67.3% |
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