+155.1%
VIAV vs GFS
-2.1%
+157.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.4% |
| 7D | +13.6% | +4.5% | +9.1% | +11.6% |
| 30D | +5.3% | -8.2% | +13.5% | +9.2% |
| 3M | -15.6% | -38.9% | +23.2% | +2.0% |
| 6M | +34.0% | -2.9% | +36.9% | +39.1% |
| YTD | +119.9% | +31.8% | +88.1% | +107.4% |
| 1Y | +235.2% | +43.1% | +192.0% | +208.6% |
| 3Y | +299.8% | -20.6% | +320.4% | +318.6% |
| All | +155.1% | -2.1% | +157.2% | +131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling