+562.0%
GLW vs VZ
+71.6%
+490.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +7.3% |
| 7D | +1.4% | +0.9% | +0.5% | +1.3% |
| 30D | -18.2% | +8.9% | -27.1% | -19.6% |
| 3M | -24.2% | +0.1% | -24.3% | -24.6% |
| 6M | -41.7% | +1.9% | -43.6% | -42.7% |
| YTD | +38.3% | +22.0% | +16.3% | +27.5% |
| 1Y | +38.2% | +22.1% | +16.1% | +27.1% |
| 3Y | +363.4% | +58.7% | +304.7% | +271.0% |
| 5Y | +254.6% | +22.3% | +232.3% | +216.9% |
| 10Y | +562.0% | +71.6% | +490.3% | +440.1% |
| All | +562.0% | +71.6% | +490.4% | +440.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling