+918.2%
VZ vs GD
+20,112.4%
-19,194.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.4% |
| 7D | +5.6% | -3.9% | +9.5% | +6.6% |
| 30D | +1.9% | +8.1% | -6.2% | -0.1% |
| 3M | +0.8% | -6.8% | +7.6% | +2.3% |
| 6M | +0.6% | +3.0% | -2.4% | -0.3% |
| YTD | +20.8% | +7.8% | +13.0% | +17.9% |
| 1Y | +23.9% | +5.8% | +18.1% | +21.4% |
| 3Y | +55.7% | +55.3% | +0.4% | +38.1% |
| 5Y | +21.5% | +96.7% | -75.1% | +1.1% |
| 10Y | +68.5% | +195.4% | -126.9% | +24.2% |
| All | +918.2% | +20,112.4% | -19,194.1% | +404.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling