+423.9%
ZBRA vs GWRE
+131.0%
+292.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.3% | +1.6% |
| 7D | -3.4% | -13.2% | +9.8% | +1.9% |
| 30D | -7.4% | -18.6% | +11.2% | -1.8% |
| 3M | +57.5% | +18.9% | +38.6% | +41.6% |
| 6M | +64.0% | -11.0% | +74.9% | +61.6% |
| YTD | +44.3% | -29.9% | +74.2% | +56.1% |
| 1Y | +10.9% | -44.3% | +55.2% | +33.1% |
| 3Y | +37.5% | +51.7% | -14.1% | -7.1% |
| 5Y | -39.7% | +15.4% | -55.1% | -54.8% |
| All | +423.9% | +131.0% | +292.9% | +184.4% |
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