+382.5%
GLW vs ZTS
-62.4%
+444.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.0% | +10.5% | +8.0% |
| 7D | +14.0% | -4.8% | +18.8% | +14.8% |
| 30D | +0.4% | +1.2% | -0.9% | -0.2% |
| 3M | -11.3% | -6.0% | -5.3% | -11.1% |
| 6M | +35.1% | -38.7% | +73.8% | +50.7% |
| YTD | +90.5% | -40.6% | +131.2% | +114.8% |
| 1Y | +132.0% | -50.6% | +182.6% | +176.4% |
| 3Y | +463.3% | -58.7% | +522.1% | +601.0% |
| 5Y | +382.5% | -62.8% | +445.3% | +470.1% |
| All | +382.5% | -62.4% | +444.9% | +470.1% |
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