+493.9%
GLW vs Z
-14.9%
+508.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.1% | +3.0% |
| 7D | -13.9% | -4.6% | -9.4% | -13.4% |
| 30D | -35.0% | +8.3% | -43.3% | -36.1% |
| 3M | -32.4% | -11.6% | -20.7% | -31.9% |
| 6M | -41.3% | -33.6% | -7.7% | -38.5% |
| YTD | +21.8% | -56.7% | +78.5% | +36.3% |
| 1Y | +21.8% | -59.1% | +81.0% | +37.6% |
| 3Y | +307.7% | -20.4% | +328.0% | +290.7% |
| 5Y | +213.7% | -55.3% | +269.0% | +219.5% |
| All | +493.9% | -14.9% | +508.8% | +347.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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