+3,485.4%
GLW vs VIAV
+2,964.2%
+521.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.7% | +2.0% | +4.4% |
| 7D | +3.8% | -4.6% | +8.4% | +5.5% |
| 30D | -1.3% | -10.4% | +9.0% | +2.3% |
| 3M | -21.8% | -34.5% | +12.7% | -8.8% |
| 6M | +6.9% | +7.0% | -0.1% | +5.3% |
| YTD | +77.2% | +95.6% | -18.5% | +40.9% |
| 1Y | +123.2% | +197.2% | -73.9% | +52.4% |
| 3Y | +400.0% | +232.0% | +168.0% | +218.2% |
| 5Y | +342.8% | +102.2% | +240.6% | +224.8% |
| 10Y | +771.4% | +344.6% | +426.7% | +377.0% |
| All | +3,485.4% | +2,964.2% | +521.2% | +2,372.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling