+382.3%
GLW vs ZS
+599.9%
-217.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.3% |
| 7D | +7.7% | -2.6% | +10.4% | +8.1% |
| 30D | -18.8% | -12.8% | -6.0% | -17.6% |
| 3M | -27.7% | +2.3% | -30.0% | -28.2% |
| 6M | -44.4% | +26.3% | -70.7% | -46.9% |
| YTD | +31.3% | -14.4% | +45.7% | +30.7% |
| 1Y | +40.0% | -37.6% | +77.7% | +45.7% |
| 3Y | +339.2% | +8.0% | +331.2% | +316.6% |
| 5Y | +229.2% | -44.9% | +274.0% | +220.8% |
| All | +382.3% | +599.9% | -217.6% | +207.2% |
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