+60.5%
VZ vs GS
+657.0%
-596.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +0.1% | +0.9% | -0.9% | -0.1% |
| 30D | +7.9% | -1.6% | +9.5% | +8.1% |
| 3M | +13.6% | -4.5% | +18.1% | +14.0% |
| 6M | +1.1% | +20.9% | -19.8% | -2.4% |
| YTD | +29.3% | +19.9% | +9.4% | +24.5% |
| 1Y | +21.2% | +41.4% | -20.2% | +13.2% |
| 3Y | +75.9% | +239.2% | -163.3% | +35.8% |
| 5Y | +24.1% | +185.0% | -161.0% | -1.9% |
| All | +60.5% | +657.0% | -596.5% | +3.0% |
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