+421.2%
GLW vs ZTS
-57.7%
+479.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.7% |
| 7D | +3.8% | -2.0% | +5.7% | +3.7% |
| 30D | -1.3% | +1.9% | -3.3% | -1.4% |
| 3M | -21.8% | -4.0% | -17.8% | -21.5% |
| 6M | +6.9% | -39.1% | +46.0% | +17.0% |
| YTD | +77.2% | -38.8% | +116.0% | +93.5% |
| 1Y | +123.2% | -49.6% | +172.8% | +154.8% |
| All | +421.2% | -57.7% | +479.0% | +517.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling