+478.1%
GLW vs VIAV
+297.4%
+180.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.0% |
| 7D | +16.9% | +13.6% | +3.3% | +9.7% |
| 30D | +7.0% | +5.3% | +1.7% | +4.0% |
| 3M | -3.0% | -15.6% | +12.6% | +5.0% |
| 6M | +31.0% | +34.0% | -3.0% | +18.7% |
| YTD | +93.4% | +119.9% | -26.5% | +48.8% |
| 1Y | +134.7% | +235.2% | -100.4% | +57.0% |
| All | +478.1% | +297.4% | +180.7% | +245.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling