+197.2%
VIAV vs GGLL
+80.0%
+117.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.3% | +6.0% | +4.1% |
| 7D | -4.6% | -4.8% | +0.2% | -3.7% |
| 30D | -10.4% | -13.7% | +3.3% | -7.9% |
| 3M | -34.5% | -21.9% | -12.6% | -31.4% |
| 6M | +7.0% | +11.7% | -4.7% | -2.5% |
| YTD | +95.6% | +2.3% | +93.3% | +81.9% |
| 1Y | +197.2% | +76.2% | +121.0% | +147.1% |
| All | +197.2% | +80.0% | +117.2% | +147.1% |
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