+20.2%
VZ vs GFS
-38.3%
+58.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.1% | -0.9% |
| 7D | +2.1% | -7.8% | +10.0% | +2.1% |
| 30D | +1.4% | -19.7% | +21.0% | +1.3% |
| 3M | -1.3% | -23.1% | +21.9% | -1.3% |
| 6M | -0.5% | -46.4% | +45.8% | -0.5% |
| YTD | +19.6% | +11.0% | +8.6% | +17.8% |
| 1Y | +22.4% | +12.6% | +9.7% | +20.4% |
| 3Y | +55.9% | -24.9% | +80.8% | +54.1% |
| All | +20.2% | -38.3% | +58.5% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling