+851.8%
GLW vs VIAV
+419.4%
+432.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +0.3% |
| 7D | +7.8% | +11.2% | -3.3% | +2.4% |
| 30D | -0.4% | -10.1% | +9.7% | +4.7% |
| 3M | -5.6% | -22.9% | +17.3% | +6.5% |
| 6M | +26.7% | +28.8% | -2.1% | +14.1% |
| YTD | +91.0% | +117.5% | -26.4% | +37.1% |
| 1Y | +122.4% | +216.1% | -93.7% | +34.8% |
| 3Y | +471.0% | +292.2% | +178.8% | +201.8% |
| 5Y | +385.6% | +141.0% | +244.7% | +208.8% |
| All | +851.8% | +419.4% | +432.4% | +351.1% |
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