+64.4%
VZ vs GM
+221.2%
-156.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.0% | -1.1% |
| 7D | -1.0% | -1.1% | +0.1% | -0.9% |
| 30D | +5.8% | -4.6% | +10.3% | +6.2% |
| 3M | +10.5% | +0.2% | +10.3% | +10.4% |
| 6M | +1.8% | +12.6% | -10.8% | +0.4% |
| YTD | +28.3% | +3.7% | +24.6% | +27.3% |
| 1Y | +22.0% | +45.6% | -23.7% | +16.8% |
| 3Y | +81.8% | +162.0% | -80.1% | +60.4% |
| 5Y | +25.3% | +80.5% | -55.1% | +13.5% |
| 10Y | +64.4% | +231.3% | -166.9% | +36.3% |
| All | +64.4% | +221.2% | -156.8% | +36.3% |
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