+550.7%
GLW vs ZS
+517.5%
+33.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.5% | +10.2% | +6.2% |
| 7D | +3.8% | -7.8% | +11.6% | +4.6% |
| 30D | -1.3% | +5.0% | -6.4% | -2.1% |
| 3M | -21.8% | +25.5% | -47.3% | -24.1% |
| 6M | +6.9% | +8.7% | -1.8% | +3.4% |
| YTD | +77.2% | -24.5% | +101.7% | +79.4% |
| 1Y | +123.2% | -36.7% | +159.9% | +131.3% |
| 3Y | +400.0% | +7.2% | +392.8% | +374.1% |
| 5Y | +342.8% | -40.9% | +383.7% | +328.6% |
| All | +550.7% | +517.5% | +33.3% | +321.5% |
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 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