+65.5%
VZ vs GPC
+85.6%
-20.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | +2.1% | +1.6% | +0.6% | +1.8% |
| 30D | +1.4% | -2.1% | +3.5% | +1.8% |
| 3M | -1.3% | -6.8% | +5.5% | +0.2% |
| 6M | -0.5% | +18.6% | -19.1% | -4.7% |
| YTD | +19.6% | +2.7% | +17.0% | +17.6% |
| 1Y | +22.4% | +1.8% | +20.6% | +20.5% |
| 3Y | +55.9% | +1.1% | +54.8% | +51.5% |
| 5Y | +20.4% | +4.1% | +16.3% | +14.6% |
| All | +65.5% | +85.6% | -20.0% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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