+908.7%
VZ vs GSK
+1,721.8%
-813.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | +2.1% | +1.7% | +0.5% | +1.7% |
| 30D | +1.4% | +7.0% | -5.7% | -0.5% |
| 3M | -1.3% | -2.7% | +1.4% | -0.7% |
| 6M | -0.5% | +1.4% | -1.9% | -1.2% |
| YTD | +19.6% | +5.3% | +14.3% | +17.1% |
| 1Y | +22.4% | +10.6% | +11.7% | +18.2% |
| 3Y | +55.9% | +62.6% | -6.7% | +33.2% |
| 5Y | +20.4% | +41.7% | -21.3% | +5.5% |
| 10Y | +66.9% | +104.7% | -37.9% | +29.8% |
| All | +908.7% | +1,721.8% | -813.0% | +320.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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