+60.5%
VZ vs GD
+190.3%
-129.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.4% |
| 7D | +0.1% | -5.3% | +5.3% | +1.5% |
| 30D | +7.9% | -6.4% | +14.3% | +9.7% |
| 3M | +13.6% | +5.7% | +7.9% | +11.8% |
| 6M | +1.1% | -0.9% | +2.0% | +1.0% |
| YTD | +29.3% | +8.2% | +21.1% | +25.8% |
| 1Y | +21.2% | +13.4% | +7.8% | +16.2% |
| 3Y | +75.9% | +68.5% | +7.4% | +48.7% |
| 5Y | +24.1% | +97.2% | -73.1% | -0.8% |
| All | +60.5% | +190.3% | -129.8% | +11.3% |
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