+115.7%
GLW vs Z
-60.7%
+176.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +5.1% |
| 7D | +3.8% | -3.0% | +6.8% | +3.0% |
| 30D | -1.3% | -4.2% | +2.8% | -1.5% |
| 3M | -21.8% | -3.7% | -18.1% | -19.6% |
| 6M | +6.9% | -24.5% | +31.4% | +8.1% |
| YTD | +77.2% | -49.3% | +126.5% | +73.7% |
| All | +115.7% | -60.7% | +176.4% | +106.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling