+72.6%
VZ vs GWRE
+167.6%
-94.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | +1.5% | -2.0% | +3.4% | +1.6% |
| 30D | +4.4% | -4.1% | +8.4% | +4.5% |
| 3M | -2.4% | -13.4% | +11.0% | -1.9% |
| 6M | +1.4% | +26.0% | -24.5% | -0.4% |
| YTD | +21.4% | -21.3% | +42.7% | +22.2% |
| 1Y | +20.3% | -27.5% | +47.8% | +21.7% |
| 3Y | +57.4% | +72.7% | -15.3% | +45.5% |
| 5Y | +21.9% | +26.4% | -4.4% | +14.5% |
| All | +72.6% | +167.6% | -94.9% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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