+234.3%
VZ vs GS
+1,690.5%
-1,456.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +1.3% |
| 7D | +6.9% | +0.3% | +6.6% | +6.8% |
| 30D | +2.3% | +3.9% | -1.6% | +1.3% |
| 3M | 0.0% | -11.4% | +11.5% | +2.3% |
| 6M | +0.2% | +3.7% | -3.5% | -1.5% |
| YTD | +20.9% | +7.1% | +13.8% | +17.2% |
| 1Y | +25.2% | +19.7% | +5.6% | +18.3% |
| 3Y | +55.9% | +202.8% | -147.0% | +16.9% |
| 5Y | +22.6% | +156.7% | -134.1% | -5.8% |
| 10Y | +68.6% | +548.7% | -480.1% | -0.4% |
| All | +234.3% | +1,690.5% | -1,456.2% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling