+153.0%
VIAV vs GGLL
+328.7%
-175.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.3% | +6.0% | +4.1% |
| 7D | -4.6% | -4.8% | +0.2% | -3.8% |
| 30D | -10.4% | -13.7% | +3.3% | -8.3% |
| 3M | -34.5% | -21.9% | -12.6% | -32.4% |
| 6M | +7.0% | +11.7% | -4.7% | +2.2% |
| YTD | +95.6% | +2.3% | +93.3% | +89.5% |
| 1Y | +197.2% | +76.2% | +121.0% | +161.8% |
| 3Y | +232.0% | +245.0% | -13.0% | +151.8% |
| All | +153.0% | +328.7% | -175.7% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling