+235.2%
VIAV vs GGLL
+64.8%
+170.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +2.0% |
| 7D | +13.6% | -3.9% | +17.5% | +14.3% |
| 30D | +5.3% | -15.4% | +20.7% | +8.6% |
| 3M | -15.6% | -21.9% | +6.3% | -12.2% |
| 6M | +34.0% | +4.5% | +29.5% | +23.7% |
| YTD | +119.9% | -2.4% | +122.3% | +106.1% |
| 1Y | +235.2% | +57.8% | +177.4% | +178.7% |
| All | +235.2% | +64.8% | +170.3% | +178.7% |
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