+57.3%
VZ vs GPC
+2.3%
+55.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.2% |
| 7D | +5.6% | +1.7% | +4.0% | +5.3% |
| 30D | +1.9% | -2.3% | +4.2% | +2.3% |
| 3M | +0.8% | -4.5% | +5.3% | +1.6% |
| 6M | +0.6% | +21.6% | -20.9% | -3.6% |
| YTD | +20.8% | +4.0% | +16.7% | +18.3% |
| 1Y | +23.9% | +3.5% | +20.4% | +21.6% |
| All | +57.3% | +2.3% | +55.0% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling