+382.5%
GLW vs VZ
+26.2%
+356.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.5% | +7.0% | +7.6% |
| 7D | +14.0% | +0.2% | +13.8% | +14.0% |
| 30D | +0.4% | +7.1% | -6.8% | +0.6% |
| 3M | -11.3% | +12.8% | -24.2% | -11.2% |
| 6M | +35.1% | +1.8% | +33.3% | +36.6% |
| YTD | +90.5% | +30.0% | +60.6% | +87.3% |
| 1Y | +132.0% | +24.3% | +107.7% | +129.2% |
| 3Y | +463.3% | +84.3% | +379.0% | +402.4% |
| 5Y | +382.5% | +25.9% | +356.6% | +371.2% |
| All | +382.5% | +26.2% | +356.3% | +371.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling