+278.5%
VIAV vs GTLB
-10.3%
+288.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -4.6% |
| 7D | +11.2% | -4.1% | +15.3% | +11.3% |
| 30D | -2.6% | +12.3% | -14.9% | -3.2% |
| 3M | -20.1% | +65.9% | -86.0% | -22.6% |
| 6M | +25.8% | +104.0% | -78.1% | +18.4% |
| YTD | +109.9% | +26.0% | +83.8% | +109.2% |
| 1Y | +214.3% | -3.5% | +217.8% | +224.5% |
| All | +278.5% | -10.3% | +288.9% | +241.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling