+123.2%
GLW vs VZ
+21.5%
+101.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.1% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | -1.3% | +7.9% | -9.2% | +3.8% |
| 3M | -21.8% | +13.6% | -35.5% | -14.6% |
| 6M | +6.9% | +1.1% | +5.8% | +14.0% |
| YTD | +77.2% | +29.3% | +47.9% | +99.9% |
| 1Y | +123.2% | +21.2% | +102.0% | +147.5% |
| All | +123.2% | +21.5% | +101.7% | +147.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling