+521.8%
GLW vs ZTS
+75.1%
+446.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -11.1% | -0.6% | -10.5% | -10.9% |
| 30D | -28.4% | +11.0% | -39.4% | -31.2% |
| 3M | -28.8% | +10.9% | -39.7% | -32.0% |
| 6M | -39.8% | +0.9% | -40.7% | -41.6% |
| YTD | +28.7% | -33.0% | +61.7% | +47.4% |
| 1Y | +27.7% | -29.6% | +57.3% | +42.3% |
| 3Y | +331.3% | -49.0% | +380.4% | +441.0% |
| 5Y | +233.4% | -59.5% | +292.9% | +365.0% |
| 10Y | +521.8% | +77.0% | +444.7% | +301.0% |
| All | +521.8% | +75.1% | +446.7% | +301.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling