+149.4%
VIAV vs GTLB
-50.0%
+199.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -5.4% | +16.5% | +11.7% |
| 7D | +11.3% | +4.6% | +6.7% | +10.6% |
| 30D | -1.0% | +21.0% | -22.0% | -3.5% |
| 3M | -20.5% | +51.7% | -72.2% | -25.0% |
| 6M | +39.0% | +89.3% | -50.3% | +25.9% |
| YTD | +117.5% | +25.6% | +91.8% | +107.8% |
| 1Y | +233.8% | -1.5% | +235.3% | +229.6% |
| 3Y | +295.4% | -9.9% | +305.3% | +278.3% |
| All | +149.4% | -50.0% | +199.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling