+225.5%
GWW vs ZBH
-28.6%
+254.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.4% |
| 7D | -3.4% | -4.7% | +1.3% | -2.3% |
| 30D | -1.9% | -4.5% | +2.6% | -0.9% |
| 3M | -2.4% | +7.6% | -10.0% | -4.3% |
| 6M | +15.7% | +0.3% | +15.4% | +15.0% |
| YTD | +27.6% | +4.5% | +23.1% | +25.4% |
| 1Y | +27.2% | -9.4% | +36.6% | +28.7% |
| 3Y | +89.7% | -21.5% | +111.2% | +97.8% |
| All | +225.5% | -28.6% | +254.1% | +230.0% |
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