+71.6%
VZ vs GM
+229.9%
-158.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +0.9% | -3.8% | +4.8% | +1.3% |
| 30D | +8.9% | +7.9% | +1.0% | +8.1% |
| 3M | +0.1% | -0.3% | +0.4% | 0.0% |
| 6M | +1.9% | +18.6% | -16.7% | 0.0% |
| YTD | +22.0% | +10.0% | +12.0% | +20.3% |
| 1Y | +22.1% | +25.9% | -3.8% | +18.6% |
| 3Y | +58.7% | +241.2% | -182.5% | +35.4% |
| 5Y | +22.3% | +50.0% | -27.7% | +13.3% |
| 10Y | +71.6% | +215.1% | -143.4% | +38.8% |
| All | +71.6% | +229.9% | -158.3% | +38.8% |
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