+394.5%
GLW vs ZBRA
-40.4%
+434.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.3% |
| 7D | +16.9% | -1.8% | +18.7% | +17.5% |
| 30D | +7.0% | -8.8% | +15.8% | +10.4% |
| 3M | -3.0% | +47.2% | -50.2% | -16.8% |
| 6M | +31.0% | +61.3% | -30.3% | +8.2% |
| YTD | +93.4% | +42.0% | +51.4% | +65.5% |
| 1Y | +134.7% | +10.5% | +124.3% | +119.7% |
| 3Y | +471.8% | +34.5% | +437.3% | +383.4% |
| 5Y | +394.5% | -40.3% | +434.7% | +455.3% |
| All | +394.5% | -40.4% | +434.9% | +455.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling