+55.9%
VZ vs GM
+198.3%
-142.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.9% |
| 7D | +2.1% | -1.4% | +3.6% | +2.2% |
| 30D | +1.4% | +6.4% | -5.0% | +1.3% |
| 3M | -1.3% | -0.7% | -0.6% | -1.3% |
| 6M | -0.5% | +9.9% | -10.5% | -0.6% |
| YTD | +19.6% | +6.7% | +13.0% | +19.5% |
| 1Y | +22.4% | +26.2% | -3.9% | +21.8% |
| 3Y | +55.9% | +205.0% | -149.1% | +46.6% |
| All | +55.9% | +198.3% | -142.4% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling