+610.5%
GLW vs ZS
+504.0%
+106.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.2% |
| 7D | +16.9% | -3.8% | +20.7% | +17.3% |
| 30D | +7.0% | -6.0% | +13.0% | +7.4% |
| 3M | -3.0% | +32.0% | -35.0% | -6.4% |
| 6M | +31.0% | +2.1% | +28.8% | +27.7% |
| YTD | +93.4% | -26.2% | +119.6% | +96.2% |
| 1Y | +134.7% | -41.2% | +175.9% | +145.5% |
| 3Y | +471.8% | +3.3% | +468.5% | +444.3% |
| 5Y | +394.5% | -40.7% | +435.2% | +378.1% |
| All | +610.5% | +504.0% | +106.5% | +361.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 10y: compounded portfolio wealth divided by compounded ZS 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…
10y analysis · Full analysis span regression · 6 months rolling