+292.2%
VIAV vs GDDY
+30.8%
+261.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +3.9% |
| 7D | +11.2% | -3.2% | +14.4% | +10.9% |
| 30D | -10.1% | +6.8% | -16.9% | -9.2% |
| 3M | -22.9% | +30.5% | -53.3% | -22.5% |
| 6M | +28.8% | +13.3% | +15.5% | +29.8% |
| YTD | +117.5% | -21.0% | +138.4% | +138.1% |
| 1Y | +216.1% | -34.0% | +250.1% | +264.4% |
| 3Y | +292.2% | +33.1% | +259.1% | +212.0% |
| All | +292.2% | +30.8% | +261.4% | +212.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling