+404.6%
VIAV vs GSK
+80.1%
+324.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +11.2% | -3.5% | +14.7% | +12.3% |
| 30D | -10.1% | -3.4% | -6.7% | -9.4% |
| 3M | -22.9% | -8.1% | -14.7% | -21.6% |
| 6M | +28.8% | -11.1% | +39.9% | +32.3% |
| YTD | +117.5% | +0.7% | +116.7% | +112.9% |
| 1Y | +216.1% | +20.1% | +195.9% | +189.7% |
| 3Y | +292.2% | +46.1% | +246.1% | +222.0% |
| 5Y | +141.0% | +48.2% | +92.7% | +89.7% |
| All | +404.6% | +80.1% | +324.5% | +260.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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