+15.4%
VZ vs GLXY
-38.3%
+53.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.4% | +1.1% |
| 7D | +2.2% | -0.5% | +2.8% | +2.4% |
| 30D | +10.6% | -28.6% | +39.2% | +9.2% |
| 3M | -0.6% | -28.1% | +27.5% | -1.6% |
| 6M | +0.7% | -52.0% | +52.7% | -1.4% |
| YTD | +20.6% | -35.1% | +55.7% | +20.2% |
| 1Y | +22.7% | -54.0% | +76.7% | +21.3% |
| All | +15.4% | -38.3% | +53.7% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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