+295.4%
VIAV vs GGLL
+247.9%
+47.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.1% | +11.2% | +11.2% |
| 7D | +11.3% | +1.9% | +9.5% | +10.9% |
| 30D | -1.0% | -9.7% | +8.7% | +0.5% |
| 3M | -20.5% | -18.0% | -2.5% | -18.7% |
| 6M | +39.0% | +15.3% | +23.7% | +31.8% |
| YTD | +117.5% | +2.2% | +115.2% | +110.3% |
| 1Y | +233.8% | +73.1% | +160.7% | +195.5% |
| 3Y | +295.4% | +242.7% | +52.7% | +210.3% |
| All | +295.4% | +247.9% | +47.5% | +210.3% |
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