+404.6%
VIAV vs GDDY
+207.2%
+197.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +3.2% |
| 7D | +11.2% | -3.2% | +14.4% | +11.7% |
| 30D | -10.1% | +6.8% | -16.9% | -12.7% |
| 3M | -22.9% | +30.5% | -53.3% | -31.8% |
| 6M | +28.8% | +13.3% | +15.5% | +17.0% |
| YTD | +117.5% | -21.0% | +138.4% | +123.3% |
| 1Y | +216.1% | -34.0% | +250.1% | +248.1% |
| 3Y | +292.2% | +33.1% | +259.1% | +210.4% |
| 5Y | +141.0% | +30.3% | +110.7% | +89.4% |
| All | +404.6% | +207.2% | +197.3% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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