+70.6%
VZ vs GPC
+85.0%
-14.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.7% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | +11.2% | -1.8% | +13.0% | +11.6% |
| 3M | 0.0% | -6.6% | +6.6% | +1.4% |
| 6M | +1.3% | +21.3% | -20.0% | -3.4% |
| YTD | +21.3% | +4.3% | +17.0% | +18.7% |
| 1Y | +23.9% | +3.3% | +20.7% | +21.6% |
| 3Y | +57.7% | +0.8% | +56.9% | +53.3% |
| 5Y | +21.2% | +7.4% | +13.8% | +14.5% |
| 10Y | +70.6% | +79.2% | -8.7% | +37.9% |
| All | +70.6% | +85.0% | -14.4% | +37.9% |
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