+81.4%
VZ vs GTLB
+1.9%
+79.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -0.8% |
| 7D | +0.1% | +11.1% | -11.0% | +0.5% |
| 30D | +7.9% | +37.8% | -29.9% | +9.4% |
| 3M | +13.6% | +61.6% | -47.9% | +16.1% |
| 6M | +1.1% | +98.9% | -97.8% | +4.5% |
| YTD | +29.3% | +32.8% | -3.5% | +31.8% |
| 1Y | +21.2% | +14.7% | +6.6% | +23.3% |
| All | +81.4% | +1.9% | +79.4% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling