+75.3%
VIAV vs GGLL
-11.6%
+86.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.5% | -8.7% | -3.4% |
| 7D | -14.7% | -23.1% | +8.4% | -11.2% |
| 30D | -37.4% | -32.9% | -4.5% | -33.0% |
| 3M | -27.1% | -44.9% | +17.7% | -19.4% |
| 6M | -44.0% | -49.5% | +5.5% | -37.2% |
| YTD | +64.9% | -28.9% | +93.8% | +62.0% |
| 1Y | +75.3% | -12.2% | +87.5% | +63.0% |
| All | +75.3% | -11.6% | +86.9% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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