+136.1%
VIAV vs GGLL
+217.5%
-81.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.0% |
| 7D | +23.7% | +11.5% | +12.2% | +21.4% |
| 30D | -21.2% | -31.2% | +10.1% | -16.2% |
| 3M | -24.5% | -28.7% | +4.1% | -20.6% |
| 6M | -39.1% | -47.2% | +8.1% | -33.2% |
| YTD | +82.6% | -24.3% | +106.9% | +85.1% |
| 1Y | +82.7% | -12.0% | +94.7% | +80.0% |
| 3Y | +315.1% | +169.6% | +145.4% | +227.2% |
| All | +136.1% | +217.5% | -81.3% | +87.1% |
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 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