+179.1%
VZ vs GWRE
+869.7%
-690.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -19.9% | +19.0% | +0.3% |
| 7D | +0.1% | -21.1% | +21.2% | +1.3% |
| 30D | +7.9% | +1.3% | +6.6% | +7.6% |
| 3M | +13.6% | +7.4% | +6.2% | +12.7% |
| 6M | +1.1% | +5.6% | -4.5% | +0.1% |
| YTD | +29.3% | -19.2% | +48.5% | +30.1% |
| 1Y | +21.2% | -25.1% | +46.4% | +22.3% |
| 3Y | +75.9% | +87.7% | -11.8% | +62.7% |
| 5Y | +24.1% | +32.0% | -8.0% | +16.8% |
| 10Y | +62.4% | +157.8% | -95.4% | +42.3% |
| All | +179.1% | +869.7% | -690.6% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling