+1,723.7%
GLW vs ZTS
+170.4%
+1,553.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.9% |
| 7D | +3.8% | -2.0% | +5.7% | +4.5% |
| 30D | -1.3% | +1.9% | -3.3% | -2.7% |
| 3M | -21.8% | -4.0% | -17.8% | -22.1% |
| 6M | +6.9% | -39.1% | +46.0% | +25.3% |
| YTD | +77.2% | -38.8% | +116.0% | +106.9% |
| 1Y | +123.2% | -49.6% | +172.8% | +181.3% |
| 3Y | +400.0% | -59.0% | +459.0% | +573.0% |
| 5Y | +342.8% | -61.8% | +404.6% | +500.6% |
| 10Y | +771.4% | +61.4% | +709.9% | +575.3% |
| All | +1,723.7% | +170.4% | +1,553.4% | +1,127.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling