+526.0%
GLW vs VIAV
+291.8%
+234.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.6% | +1.3% | -1.5% |
| 7D | +7.7% | +7.9% | -0.2% | +3.9% |
| 30D | -18.8% | -20.3% | +1.5% | -9.9% |
| 3M | -27.7% | -28.5% | +0.8% | -15.3% |
| 6M | -44.4% | -42.7% | -1.7% | -27.8% |
| YTD | +31.3% | +72.4% | -41.1% | +5.1% |
| 1Y | +40.0% | +81.5% | -41.4% | +9.8% |
| 3Y | +339.2% | +293.8% | +45.4% | +133.0% |
| 5Y | +229.2% | +101.4% | +127.7% | +128.1% |
| All | +526.0% | +291.8% | +234.1% | +235.9% |
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