+755.2%
GLD vs VZ
+281.2%
+474.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.9% |
| 7D | +4.9% | +2.2% | +2.7% | +4.9% |
| 30D | -1.3% | +10.6% | -11.9% | -1.3% |
| 3M | -4.8% | -0.6% | -4.1% | -4.7% |
| 6M | -12.5% | +0.7% | -13.2% | -12.5% |
| YTD | -4.2% | +20.6% | -24.8% | -4.4% |
| 1Y | +3.0% | +22.7% | -19.7% | +2.8% |
| 3Y | +109.1% | +57.2% | +51.9% | +107.4% |
| 5Y | +121.6% | +21.4% | +100.2% | +120.3% |
| 10Y | +212.2% | +65.5% | +146.7% | +210.1% |
| All | +755.2% | +281.2% | +474.0% | +745.9% |
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 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