+62.8%
VZ vs GFI
+1,081.9%
-1,019.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.3% | +0.5% |
| 7D | -1.2% | -5.1% | +3.9% | -1.1% |
| 30D | +5.7% | +13.4% | -7.7% | +5.5% |
| 3M | +8.2% | +36.2% | -28.0% | +7.7% |
| 6M | +1.7% | -9.8% | +11.5% | +1.8% |
| YTD | +28.9% | +7.7% | +21.2% | +28.1% |
| 1Y | +22.7% | +27.2% | -4.4% | +21.3% |
| 3Y | +82.7% | +300.3% | -217.6% | +74.3% |
| 5Y | +26.4% | +539.8% | -513.4% | +19.6% |
| All | +62.8% | +1,081.9% | -1,019.1% | +57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling