+27.7%
VZ vs GFS
-2.1%
+29.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.3% |
| 7D | -1.0% | +4.5% | -5.5% | -1.0% |
| 30D | +5.8% | -8.2% | +14.0% | +5.8% |
| 3M | +10.5% | -38.9% | +49.4% | +10.7% |
| 6M | +1.8% | -2.9% | +4.7% | +1.1% |
| YTD | +28.3% | +31.8% | -3.5% | +26.5% |
| 1Y | +22.0% | +43.1% | -21.2% | +19.9% |
| 3Y | +81.8% | -20.6% | +102.5% | +80.5% |
| All | +27.7% | -2.1% | +29.8% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded GFS 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling