+404.6%
VIAV vs GME
+285.6%
+118.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | -0.1% | +3.5% |
| 7D | +11.2% | +10.4% | +0.8% | +10.7% |
| 30D | -10.1% | +14.1% | -24.2% | -10.6% |
| 3M | -22.9% | -4.6% | -18.2% | -22.8% |
| 6M | +28.8% | -13.5% | +42.3% | +29.4% |
| YTD | +117.5% | +5.3% | +112.1% | +116.5% |
| 1Y | +216.1% | -14.9% | +231.0% | +217.3% |
| 3Y | +292.2% | +24.3% | +267.9% | +268.2% |
| 5Y | +141.0% | -55.6% | +196.6% | +129.9% |
| All | +404.6% | +285.6% | +118.9% | +197.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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