+240.0%
GM vs VIAV
+464.4%
-224.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.5% | +7.4% | +4.1% |
| 7D | -1.1% | +11.2% | -12.3% | -4.3% |
| 30D | -3.4% | -2.6% | -0.8% | -4.0% |
| 3M | +8.7% | -20.1% | +28.8% | +12.1% |
| 6M | +15.4% | +25.8% | -10.4% | +0.4% |
| YTD | +6.6% | +109.9% | -103.3% | -23.2% |
| 1Y | +51.5% | +214.3% | -162.8% | -5.8% |
| 3Y | +169.3% | +281.6% | -112.3% | +50.4% |
| 5Y | +81.6% | +132.6% | -51.0% | +18.1% |
| 10Y | +240.7% | +396.7% | -156.0% | +75.9% |
| All | +240.0% | +464.4% | -224.4% | +67.4% |
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 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