+122.4%
GLW vs ZBRA
+14.4%
+108.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.5% |
| 7D | +7.8% | -3.4% | +11.3% | +8.9% |
| 30D | -0.4% | -7.4% | +7.0% | +1.8% |
| 3M | -5.6% | +57.5% | -63.1% | -19.1% |
| 6M | +26.7% | +64.0% | -37.3% | +7.0% |
| YTD | +91.0% | +44.3% | +46.8% | +64.7% |
| 1Y | +122.4% | +10.9% | +111.5% | +112.6% |
| All | +122.4% | +14.4% | +108.0% | +112.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling