+264.1%
VIAV vs GD
+178.9%
+85.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.6% | +8.9% | +8.6% |
| 7D | -4.8% | -5.0% | +0.1% | -2.4% |
| 30D | -38.5% | +8.9% | -47.4% | -41.3% |
| 3M | -29.9% | -8.0% | -21.8% | -27.4% |
| 6M | -46.3% | +2.9% | -49.2% | -48.0% |
| YTD | +59.8% | +7.1% | +52.7% | +50.4% |
| 1Y | +62.3% | +5.9% | +56.4% | +53.8% |
| 3Y | +243.0% | +53.9% | +189.2% | +158.6% |
| 5Y | +80.3% | +95.4% | -15.1% | +15.2% |
| All | +264.1% | +178.9% | +85.2% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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