+128.5%
GLD vs VZ
+79.4%
+49.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +4.4% | +7.9% | -3.5% | +4.8% |
| 3M | -1.1% | +13.6% | -14.7% | -0.4% |
| 6M | -13.8% | +1.1% | -14.9% | -13.6% |
| YTD | +2.6% | +29.3% | -26.7% | +4.2% |
| 1Y | +24.5% | +21.2% | +3.3% | +26.8% |
| All | +128.5% | +79.4% | +49.1% | +130.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling