+212.6%
GLW vs ZTS
-61.3%
+273.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +3.0% |
| 7D | -13.9% | -0.4% | -13.5% | -13.7% |
| 30D | -35.0% | +11.7% | -46.7% | -35.8% |
| 3M | -32.4% | +3.5% | -35.8% | -32.7% |
| 6M | -41.3% | -27.6% | -13.7% | -36.8% |
| YTD | +21.8% | -35.5% | +57.3% | +36.0% |
| 1Y | +21.8% | -32.1% | +53.9% | +33.6% |
| 3Y | +307.7% | -49.1% | +356.8% | +377.3% |
| All | +212.6% | -61.3% | +273.9% | +265.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling