+404.6%
VIAV vs GPC
+86.4%
+318.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | +11.2% | -3.2% | +14.3% | +12.3% |
| 30D | -10.1% | +0.5% | -10.6% | -10.5% |
| 3M | -22.9% | +31.7% | -54.6% | -32.3% |
| 6M | +28.8% | +24.7% | +4.1% | +15.4% |
| YTD | +117.5% | +11.8% | +105.7% | +100.7% |
| 1Y | +216.1% | -3.0% | +219.0% | +209.5% |
| 3Y | +292.2% | -1.1% | +293.3% | +266.9% |
| 5Y | +141.0% | +30.5% | +110.5% | +93.6% |
| All | +404.6% | +86.4% | +318.2% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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