+990.1%
VZ vs GPC
+2,341.8%
-1,351.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | +0.1% | +1.2% | -1.1% | -0.3% |
| 30D | +7.9% | +6.0% | +1.9% | +5.9% |
| 3M | +13.6% | +42.6% | -29.0% | +0.7% |
| 6M | +1.1% | +22.8% | -21.7% | -6.3% |
| YTD | +29.3% | +15.5% | +13.8% | +21.4% |
| 1Y | +21.2% | +2.0% | +19.2% | +18.4% |
| 3Y | +75.9% | -1.4% | +77.3% | +69.2% |
| 5Y | +24.1% | +30.6% | -6.5% | +6.4% |
| 10Y | +62.4% | +80.6% | -18.2% | +16.6% |
| All | +990.1% | +2,341.8% | -1,351.7% | +177.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling