+244.0%
GLW vs ZBRA
-45.9%
+289.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +0.3% |
| 7D | +15.5% | -1.2% | +16.7% | +16.1% |
| 30D | -19.6% | -17.8% | -1.8% | -13.7% |
| 3M | -28.5% | -16.0% | -12.5% | -23.9% |
| 6M | -39.5% | +31.4% | -71.0% | -45.8% |
| YTD | +37.2% | +30.9% | +6.3% | +21.1% |
| 1Y | +35.4% | +24.3% | +11.1% | +22.0% |
| 3Y | +359.7% | +54.2% | +305.5% | +272.6% |
| 5Y | +244.0% | -46.3% | +290.3% | +293.0% |
| All | +244.0% | -45.9% | +289.9% | +293.0% |
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