+73.3%
VZ vs GFI
+1,289.3%
-1,215.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | -0.1% |
| 7D | +0.9% | -5.4% | +6.4% | +1.0% |
| 30D | +6.9% | -1.5% | +8.5% | +6.9% |
| 3M | +0.6% | -10.2% | +10.8% | +0.7% |
| 6M | +0.3% | -19.3% | +19.6% | +0.5% |
| YTD | +21.9% | -13.7% | +35.6% | +21.5% |
| 1Y | +21.7% | -12.1% | +33.8% | +21.2% |
| 3Y | +58.5% | +208.4% | -149.8% | +52.1% |
| 5Y | +22.4% | +301.4% | -279.0% | +16.7% |
| All | +73.3% | +1,289.3% | -1,215.9% | +66.8% |
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