+404.6%
VIAV vs GWRE
+131.0%
+273.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.5% |
| 7D | +11.2% | -13.2% | +24.4% | +13.7% |
| 30D | -10.1% | -18.6% | +8.5% | -8.1% |
| 3M | -22.9% | +18.9% | -41.8% | -29.1% |
| 6M | +28.8% | -11.0% | +39.7% | +24.8% |
| YTD | +117.5% | -29.9% | +147.3% | +124.4% |
| 1Y | +216.1% | -44.3% | +260.4% | +251.5% |
| 3Y | +292.2% | +51.7% | +240.5% | +180.6% |
| 5Y | +141.0% | +15.4% | +125.5% | +85.1% |
| All | +404.6% | +131.0% | +273.6% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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