+919.3%
VZ vs GD
+20,595.6%
-19,676.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.6% | +2.7% |
| 7D | +6.9% | +3.0% | +4.0% | +6.1% |
| 30D | +2.3% | +10.5% | -8.3% | -0.2% |
| 3M | 0.0% | -5.0% | +5.0% | +1.1% |
| 6M | +0.2% | +5.5% | -5.2% | -1.3% |
| YTD | +20.9% | +10.3% | +10.6% | +17.3% |
| 1Y | +25.2% | +8.2% | +17.1% | +22.1% |
| 3Y | +55.9% | +59.0% | -3.2% | +37.5% |
| 5Y | +22.6% | +104.3% | -81.7% | +1.1% |
| 10Y | +68.6% | +202.4% | -133.8% | +23.7% |
| All | +919.3% | +20,595.6% | -19,676.3% | +402.3% |
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 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