+65.5%
VZ vs GAP
+20.3%
+45.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.6% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +10.6% | -4.3% | +14.9% | +10.8% |
| 3M | -0.6% | +9.4% | -10.0% | -1.3% |
| 6M | +0.7% | -3.3% | +4.0% | +0.6% |
| YTD | +20.6% | -10.5% | +31.1% | +20.7% |
| 1Y | +22.7% | -2.4% | +25.1% | +22.1% |
| 3Y | +57.2% | +80.1% | -22.9% | +46.7% |
| 5Y | +21.4% | +6.5% | +14.9% | +15.2% |
| 10Y | +65.5% | +14.6% | +50.9% | +50.2% |
| All | +65.5% | +20.3% | +45.2% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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