+339.2%
GLW vs Z
-18.1%
+357.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.5% | -7.8% | -4.4% |
| 7D | +7.7% | +0.8% | +6.9% | +7.7% |
| 30D | -18.8% | +5.2% | -24.0% | -18.8% |
| 3M | -27.7% | -17.0% | -10.7% | -27.4% |
| 6M | -44.4% | -22.7% | -21.8% | -43.6% |
| YTD | +31.3% | -56.3% | +87.6% | +41.6% |
| 1Y | +40.0% | -57.7% | +97.7% | +51.6% |
| 3Y | +339.2% | -16.5% | +355.8% | +329.0% |
| All | +339.2% | -18.1% | +357.3% | +329.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling