-17.4%
ZBH vs GWRE
+131.0%
-148.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -4.7% | -13.2% | +8.6% | -1.8% |
| 30D | -4.5% | -18.6% | +14.1% | -1.1% |
| 3M | +7.6% | +18.9% | -11.3% | +2.0% |
| 6M | +0.3% | -11.0% | +11.2% | -0.1% |
| YTD | +4.5% | -29.9% | +34.4% | +9.7% |
| 1Y | -9.4% | -44.3% | +35.0% | +0.6% |
| 3Y | -21.5% | +51.7% | -73.2% | -38.1% |
| 5Y | -28.4% | +15.4% | -43.8% | -40.2% |
| All | -17.4% | +131.0% | -148.4% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling