+140.7%
VIAV vs GTLB
-49.8%
+190.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -4.8% |
| 7D | +11.2% | -4.1% | +15.3% | +11.6% |
| 30D | -2.6% | +12.3% | -14.9% | -4.3% |
| 3M | -20.1% | +65.9% | -86.0% | -25.4% |
| 6M | +25.8% | +104.0% | -78.1% | +12.8% |
| YTD | +109.9% | +26.0% | +83.8% | +100.5% |
| 1Y | +214.3% | -3.5% | +217.8% | +211.2% |
| 3Y | +281.6% | -9.6% | +291.3% | +265.0% |
| All | +140.7% | -49.8% | +190.5% | +116.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling