+463.3%
GLW vs ZS
+0.9%
+462.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -4.6% | +12.2% | +7.8% |
| 7D | +14.0% | -9.2% | +23.2% | +14.5% |
| 30D | +0.4% | -4.0% | +4.4% | +0.4% |
| 3M | -11.3% | +25.3% | -36.6% | -12.7% |
| 6M | +35.1% | -1.3% | +36.4% | +34.5% |
| YTD | +90.5% | -28.0% | +118.5% | +101.7% |
| 1Y | +132.0% | -42.5% | +174.5% | +157.1% |
| 3Y | +463.3% | +0.7% | +462.6% | +440.5% |
| All | +463.3% | +0.9% | +462.4% | +440.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling