+70.8%
VIAV vs GGLL
-17.3%
+88.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | +3.2% | +5.1% | -1.9% | +2.3% |
| 30D | -31.8% | -35.5% | +3.7% | -26.5% |
| 3M | -16.6% | -39.2% | +22.5% | -9.6% |
| 6M | -39.4% | -54.4% | +14.9% | -29.5% |
| YTD | +74.0% | -29.8% | +103.9% | +71.1% |
| 1Y | +70.8% | -20.4% | +91.2% | +62.5% |
| All | +70.8% | -17.3% | +88.1% | +62.5% |
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