+149.4%
VIAV vs GTLB
-50.1%
+199.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.7% |
| 7D | +11.2% | -5.7% | +16.9% | +11.8% |
| 30D | -10.1% | +15.1% | -25.3% | -11.9% |
| 3M | -22.9% | +65.5% | -88.3% | -28.0% |
| 6M | +28.8% | +102.9% | -74.1% | +15.5% |
| YTD | +117.5% | +25.2% | +92.2% | +107.9% |
| 1Y | +216.1% | -5.5% | +221.6% | +213.9% |
| 3Y | +292.2% | -10.9% | +303.1% | +275.7% |
| All | +149.4% | -50.1% | +199.5% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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