+21.2%
VZ vs GFI
+45.3%
-24.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -1.0% |
| 7D | +0.1% | +3.1% | -3.1% | +0.3% |
| 30D | +7.9% | +27.1% | -19.2% | +9.9% |
| 3M | +13.6% | +21.2% | -7.5% | +15.5% |
| 6M | +1.1% | -4.5% | +5.6% | +0.9% |
| YTD | +29.3% | +11.7% | +17.6% | +28.6% |
| 1Y | +21.2% | +46.0% | -24.8% | +22.1% |
| All | +21.2% | +45.3% | -24.0% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling