+469.5%
GLW vs ZBRA
+36.8%
+432.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.8% | +10.4% | +8.5% |
| 7D | +14.0% | +2.6% | +11.4% | +12.9% |
| 30D | +0.4% | -6.4% | +6.7% | +2.6% |
| 3M | -11.3% | +51.3% | -62.6% | -24.6% |
| 6M | +35.1% | +60.5% | -25.4% | +11.8% |
| YTD | +90.5% | +45.2% | +45.4% | +61.8% |
| 1Y | +132.0% | +12.3% | +119.7% | +116.7% |
| All | +469.5% | +36.8% | +432.7% | +377.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling