+257.5%
VZ vs GS
+1,903.9%
-1,646.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.2% |
| 3M | +13.6% | -4.5% | +18.1% | +14.1% |
| 6M | +1.1% | +20.9% | -19.8% | -3.8% |
| YTD | +29.3% | +19.9% | +9.4% | +22.7% |
| 1Y | +21.2% | +41.4% | -20.2% | +10.6% |
| 3Y | +75.9% | +239.2% | -163.3% | +28.9% |
| 5Y | +24.1% | +185.0% | -161.0% | -6.6% |
| 10Y | +62.4% | +655.0% | -592.6% | -7.1% |
| All | +257.5% | +1,903.9% | -1,646.4% | +36.4% |
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