+739.4%
GLD vs VZ
+278.2%
+461.2%
-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% | +0.1% | -0.8% |
| 7D | +4.7% | +2.1% | +2.6% | +4.7% |
| 30D | -0.9% | +1.4% | -2.3% | -0.9% |
| 3M | -4.4% | -1.3% | -3.1% | -4.4% |
| 6M | -13.6% | -0.5% | -13.0% | -13.6% |
| YTD | -6.0% | +19.6% | -25.6% | -6.2% |
| 1Y | +1.8% | +22.4% | -20.6% | +1.5% |
| 3Y | +103.2% | +55.9% | +47.3% | +101.5% |
| 5Y | +119.3% | +20.4% | +98.9% | +118.1% |
| 10Y | +199.5% | +66.9% | +132.6% | +197.4% |
| All | +739.4% | +278.2% | +461.2% | +730.3% |
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