+260.6%
GLW vs ZYBT
-58.4%
+319.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | +16.9% | -3.7% | +20.6% | +16.9% |
| 30D | +7.0% | -12.8% | +19.8% | +7.0% |
| 3M | -3.0% | +76.2% | -79.2% | -2.3% |
| 6M | +31.0% | +109.3% | -78.3% | +30.2% |
| YTD | +93.4% | +36.5% | +56.9% | +93.9% |
| 1Y | +134.7% | -84.0% | +218.8% | +142.3% |
| All | +260.6% | -58.4% | +319.0% | +258.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling