+208.3%
VIAV vs GH
+467.1%
-258.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.8% |
| 7D | +11.2% | -2.5% | +13.7% | +11.6% |
| 30D | -10.1% | -4.7% | -5.4% | -9.4% |
| 3M | -22.9% | +20.2% | -43.1% | -25.4% |
| 6M | +28.8% | +78.8% | -50.0% | +16.0% |
| YTD | +117.5% | +54.1% | +63.4% | +100.1% |
| 1Y | +216.1% | +177.1% | +39.0% | +164.7% |
| 3Y | +292.2% | +371.6% | -79.4% | +189.9% |
| 5Y | +141.0% | +21.9% | +119.1% | +100.8% |
| All | +208.3% | +467.1% | -258.9% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling