+184.3%
VIAV vs GGLL
+309.0%
-124.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +1.9% |
| 7D | +13.6% | -3.9% | +17.5% | +14.3% |
| 30D | +5.3% | -15.4% | +20.7% | +8.1% |
| 3M | -15.6% | -21.9% | +6.3% | -13.0% |
| 6M | +34.0% | +4.5% | +29.5% | +29.4% |
| YTD | +119.9% | -2.4% | +122.3% | +114.6% |
| 1Y | +235.2% | +57.8% | +177.4% | +200.7% |
| 3Y | +299.8% | +227.2% | +72.6% | +205.9% |
| All | +184.3% | +309.0% | -124.7% | +116.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling