-20.5%
VIAV vs GFS
-42.7%
+22.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.3% | +11.4% | +11.4% |
| 7D | +11.3% | +2.6% | +8.7% | +8.5% |
| 30D | -1.0% | -16.4% | +15.4% | +17.5% |
| 3M | -20.5% | -41.6% | +21.1% | +27.5% |
| All | -20.5% | -42.7% | +22.2% | +27.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling