+197.2%
VIAV vs GFS
+37.2%
+160.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.1% | +2.7% |
| 7D | -4.6% | +1.0% | -5.6% | -5.2% |
| 30D | -10.4% | -8.6% | -1.8% | -4.9% |
| 3M | -34.5% | -46.5% | +12.1% | -4.3% |
| 6M | +7.0% | -4.8% | +11.8% | +14.6% |
| YTD | +95.6% | +29.7% | +66.0% | +79.1% |
| 1Y | +197.2% | +35.8% | +161.3% | +172.8% |
| All | +197.2% | +37.2% | +160.0% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling