+62.8%
VZ vs GNRC
+433.2%
-370.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.0% | +0.6% |
| 7D | -1.2% | -0.7% | -0.5% | -1.2% |
| 30D | +5.7% | -15.8% | +21.6% | +6.8% |
| 3M | +8.2% | -24.0% | +32.3% | +9.7% |
| 6M | +1.7% | -13.8% | +15.5% | +1.8% |
| YTD | +28.9% | +33.2% | -4.4% | +24.4% |
| 1Y | +22.7% | -1.8% | +24.6% | +21.0% |
| 3Y | +82.7% | +57.7% | +25.0% | +70.7% |
| 5Y | +26.4% | -59.7% | +86.1% | +30.7% |
| All | +62.8% | +433.2% | -370.4% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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