+21.2%
VZ vs GTLB
-49.0%
+70.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -1.0% |
| 7D | +2.1% | -11.1% | +13.2% | +2.0% |
| 30D | +1.4% | -7.5% | +8.9% | +1.3% |
| 3M | -1.3% | +34.8% | -36.0% | -0.9% |
| 6M | -0.5% | +98.0% | -98.5% | +0.4% |
| YTD | +19.6% | +28.1% | -8.5% | +20.4% |
| 1Y | +22.4% | +5.6% | +16.8% | +23.0% |
| 3Y | +55.9% | +15.9% | +39.9% | +56.1% |
| 5Y | +20.4% | -61.1% | +81.5% | +18.7% |
| All | +21.2% | -49.0% | +70.1% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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