+57.4%
VZ vs GFS
-19.0%
+76.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.5% |
| 7D | +1.5% | +7.4% | -5.9% | +1.7% |
| 30D | +4.4% | -15.3% | +19.6% | +4.0% |
| 3M | -2.4% | -21.1% | +18.7% | -2.8% |
| 6M | +1.4% | -44.5% | +45.9% | +0.4% |
| YTD | +21.4% | +19.2% | +2.2% | +20.0% |
| 1Y | +20.3% | +27.2% | -7.0% | +18.8% |
| 3Y | +57.4% | -20.1% | +77.5% | +56.0% |
| All | +57.4% | -19.0% | +76.4% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling