+23.9%
VZ vs GFS
+17.3%
+6.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.6% |
| 7D | +2.4% | -5.3% | +7.7% | +2.0% |
| 30D | +11.2% | -15.8% | +27.0% | +9.9% |
| 3M | 0.0% | -18.6% | +18.6% | -1.1% |
| 6M | +1.3% | -45.0% | +46.3% | -1.8% |
| YTD | +21.3% | +16.8% | +4.5% | +22.1% |
| 1Y | +23.9% | +17.8% | +6.1% | +23.9% |
| All | +23.9% | +17.3% | +6.6% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling