+25.3%
VZ vs GWRE
+15.9%
+9.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.0% | +3.7% | -1.2% |
| 7D | -1.0% | -26.2% | +25.3% | -0.3% |
| 30D | +5.8% | -17.8% | +23.5% | +6.2% |
| 3M | +10.5% | +14.2% | -3.7% | +10.2% |
| 6M | +1.8% | -12.9% | +14.7% | +1.8% |
| YTD | +28.3% | -29.2% | +57.5% | +29.4% |
| 1Y | +22.0% | -44.4% | +66.4% | +24.0% |
| 3Y | +81.8% | +51.1% | +30.8% | +71.6% |
| 5Y | +25.3% | +16.5% | +8.8% | +13.6% |
| All | +25.3% | +15.9% | +9.4% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling