+816.6%
GLD vs VZ
+308.7%
+507.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +4.4% | +7.9% | -3.5% | +4.3% |
| 3M | -1.1% | +13.6% | -14.7% | -1.2% |
| 6M | -13.8% | +1.1% | -14.9% | -13.8% |
| YTD | +2.6% | +29.3% | -26.7% | +2.4% |
| 1Y | +24.5% | +21.2% | +3.3% | +24.4% |
| 3Y | +125.8% | +75.9% | +49.9% | +123.7% |
| 5Y | +137.8% | +24.1% | +113.7% | +136.4% |
| 10Y | +221.4% | +62.4% | +159.0% | +219.1% |
| All | +816.6% | +308.7% | +507.9% | +806.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling