+21.5%
VZ vs GFS
-8.5%
+30.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +0.6% |
| 7D | +0.9% | +6.2% | -5.3% | +1.0% |
| 30D | +8.9% | -11.4% | +20.3% | +8.9% |
| 3M | +0.1% | -15.5% | +15.6% | +0.1% |
| 6M | +1.9% | -42.6% | +44.5% | +2.0% |
| YTD | +22.0% | +23.2% | -1.2% | +20.3% |
| 1Y | +22.1% | +23.6% | -1.5% | +20.4% |
| 3Y | +58.7% | -17.2% | +75.9% | +57.0% |
| 5Y | +22.3% | -23.4% | +45.8% | +21.7% |
| All | +21.5% | -8.5% | +30.0% | +21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling