+231.1%
GM vs VIAV
+419.4%
-188.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -1.6% |
| 7D | -2.4% | +11.2% | -13.6% | -5.8% |
| 30D | -1.1% | -10.1% | +9.0% | +1.0% |
| 3M | +6.1% | -22.9% | +29.0% | +11.2% |
| 6M | +15.0% | +28.8% | -13.8% | -3.0% |
| YTD | +6.0% | +117.5% | -111.5% | -29.0% |
| 1Y | +47.1% | +216.1% | -169.0% | -17.0% |
| 3Y | +170.5% | +292.2% | -121.7% | +31.1% |
| 5Y | +80.5% | +141.0% | -60.5% | +7.5% |
| All | +231.1% | +419.4% | -188.3% | +62.8% |
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 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