+23.6%
VZ vs GTLB
-49.8%
+73.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.6% |
| 7D | +0.9% | -9.6% | +10.6% | +0.8% |
| 30D | +8.9% | -15.5% | +24.4% | +8.7% |
| 3M | +0.1% | +12.4% | -12.3% | +0.3% |
| 6M | +1.9% | +84.6% | -82.7% | +2.7% |
| YTD | +22.0% | +26.1% | -4.1% | +22.7% |
| 1Y | +22.1% | +1.7% | +20.4% | +22.7% |
| 3Y | +58.7% | +6.1% | +52.6% | +58.9% |
| 5Y | +22.3% | -61.1% | +83.4% | +20.6% |
| All | +23.6% | -49.8% | +73.4% | +22.5% |
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