Stock and ETF performance explorer

GLW vs ZETA

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	ZETA	Excess	Alpha
1D	+9.3%	+4.5%	+4.8%	N/A
7D	-5.9%	+6.2%	-12.1%	N/A
All	-5.9%	+4.0%	-9.9%	N/A

Daily percentage return beside ZETA.

Portfolio return minus ZETA return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded ZETA wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.