+249.2%
GLW vs ZYBT
-57.8%
+307.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.4% | -3.2% |
| 7D | +11.7% | -2.5% | +14.2% | +11.7% |
| 30D | +2.7% | -1.2% | +3.9% | +2.7% |
| 3M | -2.8% | +76.7% | -79.5% | -2.2% |
| 6M | +20.2% | +103.6% | -83.4% | +19.6% |
| YTD | +87.3% | +38.3% | +49.0% | +87.7% |
| 1Y | +119.6% | -84.7% | +204.3% | +126.8% |
| All | +249.2% | -57.8% | +307.0% | +246.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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