+143.7%
VIAV vs GPC
+30.4%
+113.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | +13.6% | -0.6% | +14.2% | +13.6% |
| 30D | +5.3% | +1.3% | +4.0% | +4.9% |
| 3M | -15.6% | +37.1% | -52.7% | -23.4% |
| 6M | +34.0% | +23.2% | +10.8% | +25.3% |
| YTD | +119.9% | +13.1% | +106.8% | +107.9% |
| 1Y | +235.2% | +0.9% | +234.3% | +229.4% |
| 3Y | +299.8% | -0.8% | +300.6% | +284.0% |
| All | +143.7% | +30.4% | +113.3% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling