+1,611.1%
GLW vs ZBH
+287.8%
+1,323.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.5% | +6.0% |
| 7D | +3.8% | -2.8% | +6.6% | +4.9% |
| 30D | -1.3% | -0.1% | -1.3% | -1.6% |
| 3M | -21.8% | +13.4% | -35.2% | -26.7% |
| 6M | +6.9% | +3.0% | +3.9% | +3.7% |
| YTD | +77.2% | +9.7% | +67.5% | +67.0% |
| 1Y | +123.2% | -5.4% | +128.6% | +120.7% |
| 3Y | +400.0% | -15.6% | +415.6% | +404.6% |
| 5Y | +342.8% | -28.1% | +370.9% | +370.9% |
| 10Y | +771.4% | -15.2% | +786.6% | +730.4% |
| All | +1,611.1% | +287.8% | +1,323.3% | +1,067.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling