+990.1%
VZ vs GD
+20,186.5%
-19,196.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | +0.1% | -5.3% | +5.3% | +1.4% |
| 30D | +7.9% | -6.4% | +14.3% | +9.6% |
| 3M | +13.6% | +5.7% | +7.9% | +12.0% |
| 6M | +1.1% | -0.9% | +2.0% | +1.0% |
| YTD | +29.3% | +8.2% | +21.1% | +26.2% |
| 1Y | +21.2% | +13.4% | +7.8% | +16.9% |
| 3Y | +75.9% | +68.5% | +7.4% | +52.9% |
| 5Y | +24.1% | +97.2% | -73.1% | +3.2% |
| 10Y | +62.4% | +190.2% | -127.8% | +20.4% |
| All | +990.1% | +20,186.5% | -19,196.5% | +440.1% |
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