+125.0%
VIAV vs GGLL
+194.0%
-69.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | +3.2% | +5.1% | -1.9% | +2.4% |
| 30D | -31.8% | -35.5% | +3.7% | -26.6% |
| 3M | -16.6% | -39.2% | +22.5% | -9.9% |
| 6M | -39.4% | -54.4% | +14.9% | -31.8% |
| YTD | +74.0% | -29.8% | +103.9% | +78.9% |
| 1Y | +70.8% | -20.4% | +91.2% | +71.2% |
| 3Y | +295.5% | +149.7% | +145.8% | +216.1% |
| All | +125.0% | +194.0% | -69.0% | +80.8% |
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