+526.0%
GLW vs ZBRA
+382.3%
+143.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.3% | -5.1% |
| 7D | +7.7% | +0.6% | +7.1% | +7.5% |
| 30D | -18.8% | -14.0% | -4.8% | -13.9% |
| 3M | -27.7% | -14.7% | -13.1% | -23.2% |
| 6M | -44.4% | +31.3% | -75.7% | -50.9% |
| YTD | +31.3% | +33.4% | -2.1% | +13.3% |
| 1Y | +40.0% | +34.1% | +5.9% | +20.7% |
| 3Y | +339.2% | +59.9% | +279.3% | +238.2% |
| 5Y | +229.2% | -45.3% | +274.4% | +278.5% |
| All | +526.0% | +382.3% | +143.7% | +245.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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