+244.0%
VZ vs GM
+238.5%
+5.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | +0.1% | +1.9% | -1.9% | -0.1% |
| 30D | +7.9% | -1.4% | +9.3% | +8.0% |
| 3M | +13.6% | +5.9% | +7.7% | +12.8% |
| 6M | +1.1% | +12.4% | -11.3% | -0.5% |
| YTD | +29.3% | +8.6% | +20.7% | +27.4% |
| 1Y | +21.2% | +52.6% | -31.4% | +14.3% |
| 3Y | +75.9% | +169.7% | -93.8% | +51.1% |
| 5Y | +24.1% | +87.5% | -63.5% | +9.9% |
| 10Y | +62.4% | +233.0% | -170.6% | +24.9% |
| All | +244.0% | +238.5% | +5.5% | +160.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling