+1,028.2%
GLW vs Z
+25.1%
+1,003.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.0% |
| 7D | +3.8% | -3.0% | +6.8% | +4.2% |
| 30D | -1.3% | -4.2% | +2.8% | -1.2% |
| 3M | -21.8% | -3.7% | -18.1% | -22.3% |
| 6M | +6.9% | -24.5% | +31.4% | +10.4% |
| YTD | +77.2% | -49.3% | +126.5% | +94.5% |
| 1Y | +123.2% | -58.7% | +181.9% | +153.2% |
| 3Y | +400.0% | -34.1% | +434.1% | +403.3% |
| 5Y | +342.8% | -64.5% | +407.3% | +371.1% |
| 10Y | +771.4% | -0.5% | +771.9% | +566.3% |
| All | +1,028.2% | +25.1% | +1,003.1% | +712.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling