+62.8%
VZ vs GWRE
+129.6%
-66.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.5% |
| 7D | -1.2% | -30.9% | +29.7% | +0.6% |
| 30D | +5.7% | -20.7% | +26.4% | +6.9% |
| 3M | +8.2% | +20.2% | -11.9% | +6.9% |
| 6M | +1.7% | -11.9% | +13.6% | +1.8% |
| YTD | +28.9% | -30.3% | +59.2% | +30.8% |
| 1Y | +22.7% | -44.6% | +67.4% | +26.5% |
| 3Y | +82.7% | +48.8% | +33.9% | +70.2% |
| 5Y | +26.4% | +14.8% | +11.6% | +19.1% |
| All | +62.8% | +129.6% | -66.8% | +44.1% |
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