+72.6%
VZ vs GM
+205.9%
-133.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +4.4% | +3.6% | +0.8% | +4.0% |
| 3M | -2.4% | -0.2% | -2.1% | -2.5% |
| 6M | +1.4% | +13.9% | -12.5% | -0.1% |
| YTD | +21.4% | +6.5% | +14.9% | +20.0% |
| 1Y | +20.3% | +20.7% | -0.4% | +17.3% |
| 3Y | +57.4% | +229.5% | -172.1% | +34.8% |
| 5Y | +21.9% | +41.5% | -19.6% | +13.6% |
| All | +72.6% | +205.9% | -133.2% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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