+22.1%
VZ vs GTLB
-50.0%
+72.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.8% |
| 7D | +2.2% | -9.6% | +11.8% | +2.1% |
| 30D | +10.6% | -14.5% | +25.1% | +10.4% |
| 3M | -0.6% | +20.9% | -21.5% | -0.4% |
| 6M | +0.7% | +81.4% | -80.6% | +1.5% |
| YTD | +20.6% | +25.6% | -4.9% | +21.3% |
| 1Y | +22.7% | +3.4% | +19.3% | +23.3% |
| 3Y | +57.2% | +8.9% | +48.3% | +57.4% |
| 5Y | +21.4% | -64.0% | +85.4% | +19.5% |
| All | +22.1% | -50.0% | +72.1% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling