+356.1%
GLW vs VZ
+56.1%
+299.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.8% | +8.4% | +9.5% |
| 7D | -5.9% | +2.2% | -8.1% | -5.1% |
| 30D | -26.0% | +10.6% | -36.6% | -23.2% |
| 3M | -29.9% | -0.6% | -29.3% | -29.3% |
| 6M | -37.8% | +0.7% | -38.5% | -36.2% |
| YTD | +33.1% | +20.6% | +12.5% | +37.5% |
| 1Y | +36.8% | +22.7% | +14.1% | +41.3% |
| 3Y | +356.1% | +57.2% | +298.9% | +365.6% |
| All | +356.1% | +56.1% | +299.9% | +365.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling