+851.8%
GLW vs ZBRA
+435.2%
+416.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.3% |
| 7D | +7.8% | -3.4% | +11.3% | +9.2% |
| 30D | -0.4% | -7.4% | +7.0% | +2.5% |
| 3M | -5.6% | +57.5% | -63.1% | -22.3% |
| 6M | +26.7% | +64.0% | -37.3% | +2.0% |
| YTD | +91.0% | +44.3% | +46.8% | +60.0% |
| 1Y | +122.4% | +10.9% | +111.5% | +106.2% |
| 3Y | +471.0% | +37.5% | +433.5% | +366.7% |
| 5Y | +385.6% | -39.7% | +425.3% | +435.1% |
| All | +851.8% | +435.2% | +416.6% | +405.1% |
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