+21.5%
VZ vs GS
+138.4%
-116.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | +0.2% |
| 7D | +5.6% | -6.3% | +12.0% | +6.0% |
| 30D | +1.9% | -3.1% | +5.0% | +2.0% |
| 3M | +0.8% | -17.7% | +18.4% | +1.9% |
| 6M | +0.6% | -4.6% | +5.2% | +0.2% |
| YTD | +20.8% | +0.3% | +20.5% | +19.4% |
| 1Y | +23.9% | +11.7% | +12.2% | +20.8% |
| 3Y | +55.7% | +183.6% | -127.9% | +26.1% |
| 5Y | +21.5% | +141.0% | -119.4% | +0.1% |
| All | +21.5% | +138.4% | -116.9% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling