+4,542.6%
GLW vs VZ
+1,012.0%
+3,530.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.0% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | -1.3% | +7.9% | -9.2% | -4.5% |
| 3M | -21.8% | +13.6% | -35.5% | -26.9% |
| 6M | +6.9% | +1.1% | +5.8% | +4.4% |
| YTD | +77.2% | +29.3% | +47.9% | +55.3% |
| 1Y | +123.2% | +21.2% | +102.0% | +99.9% |
| 3Y | +400.0% | +75.9% | +324.1% | +271.3% |
| 5Y | +342.8% | +24.1% | +318.7% | +276.8% |
| 10Y | +771.4% | +62.4% | +709.0% | +554.5% |
| All | +4,542.6% | +1,012.0% | +3,530.6% | +1,438.3% |
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