+1,168.0%
GLW vs ZBH
+309.2%
+858.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -3.8% |
| 7D | +7.7% | -2.3% | +10.0% | +8.7% |
| 30D | -18.8% | +12.5% | -31.3% | -22.9% |
| 3M | -27.7% | +3.9% | -31.7% | -29.8% |
| 6M | -44.4% | +25.4% | -69.9% | -50.6% |
| YTD | +31.3% | +15.7% | +15.6% | +19.7% |
| 1Y | +40.0% | +15.2% | +24.9% | +27.9% |
| 3Y | +339.2% | +0.3% | +338.9% | +308.8% |
| 5Y | +229.2% | -16.1% | +245.2% | +225.5% |
| 10Y | +528.4% | +17.8% | +510.5% | +424.2% |
| All | +1,168.0% | +309.2% | +858.8% | +737.1% |
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