+408.0%
GLW vs ZS
+604.7%
-196.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +8.0% | +7.5% |
| 7D | +1.4% | -13.7% | +15.1% | +3.1% |
| 30D | -18.2% | -14.2% | -4.0% | -16.9% |
| 3M | -24.2% | +8.5% | -32.7% | -25.2% |
| 6M | -41.7% | +30.2% | -71.9% | -44.5% |
| YTD | +38.3% | -13.8% | +52.1% | +37.6% |
| 1Y | +38.2% | -41.5% | +79.7% | +45.2% |
| 3Y | +363.4% | +10.7% | +352.7% | +338.2% |
| 5Y | +254.6% | -43.6% | +298.2% | +244.6% |
| All | +408.0% | +604.7% | -196.7% | +223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling