+542.4%
GLW vs Z
-11.7%
+554.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.8% | +5.5% | +8.7% |
| 7D | -5.9% | -5.2% | -0.7% | -5.1% |
| 30D | -26.0% | +5.7% | -31.7% | -26.9% |
| 3M | -29.9% | -8.7% | -21.1% | -29.7% |
| 6M | -37.8% | -26.0% | -11.8% | -35.9% |
| YTD | +33.1% | -55.0% | +88.2% | +48.1% |
| 1Y | +36.8% | -58.0% | +94.8% | +54.0% |
| 3Y | +356.1% | -15.2% | +371.3% | +332.8% |
| 5Y | +243.8% | -53.8% | +297.6% | +248.7% |
| 10Y | +542.4% | -14.5% | +556.9% | +383.6% |
| All | +542.4% | -11.7% | +554.1% | +383.6% |
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