+254.6%
GLW vs ZBH
-13.2%
+267.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.4% |
| 7D | +1.4% | -2.4% | +3.9% | +1.8% |
| 30D | -18.2% | +16.6% | -34.8% | -19.8% |
| 3M | -24.2% | +10.8% | -35.0% | -25.3% |
| 6M | -41.7% | +35.8% | -77.5% | -45.9% |
| YTD | +38.3% | +20.5% | +17.8% | +32.7% |
| 1Y | +38.2% | +22.7% | +15.5% | +31.8% |
| 3Y | +363.4% | +4.9% | +358.5% | +345.9% |
| 5Y | +254.6% | -12.8% | +267.4% | +267.8% |
| All | +254.6% | -13.2% | +267.8% | +267.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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