+908.7%
VZ vs GAP
+2,175.1%
-1,266.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.5% |
| 7D | +2.1% | -3.8% | +5.9% | +2.5% |
| 30D | +1.4% | -9.0% | +10.4% | +2.3% |
| 3M | -1.3% | +5.5% | -6.7% | -2.1% |
| 6M | -0.5% | -11.1% | +10.5% | +0.1% |
| YTD | +19.6% | -13.6% | +33.2% | +20.2% |
| 1Y | +22.4% | -2.9% | +25.2% | +21.2% |
| 3Y | +55.9% | +69.6% | -13.7% | +39.1% |
| 5Y | +20.4% | +5.4% | +15.0% | +9.7% |
| 10Y | +66.9% | +17.8% | +49.1% | +36.8% |
| All | +908.7% | +2,175.1% | -1,266.4% | +285.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling