+65.5%
VZ vs GD
+190.6%
-125.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +2.1% | -5.0% | +7.1% | +3.5% |
| 30D | +1.4% | +8.9% | -7.5% | -0.9% |
| 3M | -1.3% | -8.0% | +6.8% | +0.8% |
| 6M | -0.5% | +2.9% | -3.4% | -1.5% |
| YTD | +19.6% | +7.1% | +12.6% | +16.6% |
| 1Y | +22.4% | +5.9% | +16.5% | +19.6% |
| 3Y | +55.9% | +53.9% | +2.0% | +35.6% |
| 5Y | +20.4% | +95.4% | -75.0% | -3.4% |
| All | +65.5% | +190.6% | -125.0% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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