+32.1%
GLW vs Z
-58.2%
+90.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.8% | +5.5% | +10.0% |
| 7D | -5.9% | -5.2% | -0.7% | -6.7% |
| 30D | -26.0% | +5.7% | -31.7% | -24.2% |
| 3M | -29.9% | -8.7% | -21.1% | -30.5% |
| 6M | -37.8% | -26.0% | -11.8% | -37.7% |
| YTD | +33.1% | -55.0% | +88.2% | +29.7% |
| All | +32.1% | -58.2% | +90.3% | +31.1% |
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 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