+216.1%
VIAV vs GFS
+47.5%
+168.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.5% | +2.2% |
| 7D | +11.2% | +3.8% | +7.3% | +8.5% |
| 30D | -10.1% | -11.7% | +1.6% | -2.4% |
| 3M | -22.9% | -41.8% | +18.9% | +7.2% |
| 6M | +28.8% | +6.6% | +22.1% | +30.2% |
| YTD | +117.5% | +34.6% | +82.8% | +93.9% |
| 1Y | +216.1% | +46.2% | +169.9% | +180.1% |
| All | +216.1% | +47.5% | +168.5% | +180.1% |
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