+122.4%
GLW vs VIAV
+224.3%
-101.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | -0.1% |
| 7D | +7.8% | +11.2% | -3.3% | +1.2% |
| 30D | -0.4% | -10.1% | +9.7% | +5.7% |
| 3M | -5.6% | -22.9% | +17.3% | +8.4% |
| 6M | +26.7% | +28.8% | -2.1% | +14.7% |
| YTD | +91.0% | +117.5% | -26.4% | +48.5% |
| 1Y | +122.4% | +216.1% | -93.7% | +55.8% |
| All | +122.4% | +224.3% | -101.9% | +55.8% |
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