+310.0%
VIAV vs GGLL
+153.6%
+156.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +2.5% | +9.8% | +11.9% |
| 7D | +15.0% | +6.3% | +8.7% | +13.9% |
| 30D | -29.7% | -35.1% | +5.4% | -24.6% |
| 3M | -18.3% | -37.7% | +19.4% | -12.2% |
| 6M | -37.6% | -54.1% | +16.5% | -29.8% |
| YTD | +79.5% | -29.4% | +108.9% | +83.8% |
| 1Y | +79.6% | -13.4% | +93.0% | +77.2% |
| 3Y | +310.0% | +158.3% | +151.7% | +259.7% |
| All | +310.0% | +153.6% | +156.4% | +259.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling