+205.6%
GLD vs VZ
+71.4%
+134.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -5.5% | +0.9% | -6.4% | -5.5% |
| 30D | -7.0% | +6.9% | -14.0% | -7.0% |
| 3M | -12.4% | +0.6% | -13.0% | -12.3% |
| 6M | -18.0% | +0.3% | -18.3% | -18.0% |
| YTD | -10.5% | +21.9% | -32.3% | -10.8% |
| 1Y | -8.1% | +21.7% | -29.7% | -8.4% |
| 3Y | +97.7% | +58.5% | +39.2% | +94.0% |
| 5Y | +103.4% | +22.4% | +81.0% | +101.1% |
| All | +205.6% | +71.4% | +134.3% | +196.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 VZ 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