+123.2%
GLW vs ZTS
-49.3%
+172.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.5% |
| 7D | +3.8% | -2.0% | +5.7% | +3.3% |
| 30D | -1.3% | +1.9% | -3.3% | -0.5% |
| 3M | -21.8% | -4.0% | -17.8% | -21.0% |
| 6M | +6.9% | -39.1% | +46.0% | +16.1% |
| YTD | +77.2% | -38.8% | +116.0% | +92.4% |
| 1Y | +123.2% | -49.6% | +172.8% | +152.6% |
| All | +123.2% | -49.3% | +172.6% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 1y: compounded portfolio wealth divided by compounded ZTS 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…
1y analysis · Full analysis span regression · 6 months rolling