+404.6%
VIAV vs GFI
+1,066.8%
-662.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +3.7% |
| 7D | +11.2% | -4.9% | +16.0% | +11.5% |
| 30D | -10.1% | +10.7% | -20.8% | -10.8% |
| 3M | -22.9% | +25.6% | -48.5% | -24.3% |
| 6M | +28.8% | -8.3% | +37.0% | +28.8% |
| YTD | +117.5% | +6.3% | +111.1% | +115.3% |
| 1Y | +216.1% | +22.1% | +194.0% | +210.5% |
| 3Y | +292.2% | +289.2% | +3.0% | +261.9% |
| 5Y | +141.0% | +531.7% | -390.7% | +115.0% |
| All | +404.6% | +1,066.8% | -662.3% | +353.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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