+65.5%
VZ vs GS
+494.8%
-429.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | +2.1% | -3.2% | +5.4% | +2.6% |
| 30D | +1.4% | -2.4% | +3.8% | +1.6% |
| 3M | -1.3% | -15.7% | +14.5% | +0.9% |
| 6M | -0.5% | -6.8% | +6.2% | -0.4% |
| YTD | +19.6% | -0.1% | +19.7% | +18.0% |
| 1Y | +22.4% | +12.1% | +10.3% | +18.2% |
| 3Y | +55.9% | +185.8% | -129.9% | +23.2% |
| 5Y | +20.4% | +140.1% | -119.7% | -2.5% |
| All | +65.5% | +494.8% | -429.3% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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