+833.3%
ZBRA vs GWRE
+741.3%
+92.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.3% | +1.6% |
| 7D | -3.4% | -13.2% | +9.8% | +1.3% |
| 30D | -7.4% | -18.6% | +11.2% | -2.4% |
| 3M | +57.5% | +18.9% | +38.6% | +44.0% |
| 6M | +64.0% | -11.0% | +74.9% | +62.3% |
| YTD | +44.3% | -29.9% | +74.2% | +54.2% |
| 1Y | +10.9% | -44.3% | +55.2% | +29.0% |
| 3Y | +37.5% | +51.7% | -14.1% | +3.1% |
| 5Y | -39.7% | +15.4% | -55.1% | -51.3% |
| 10Y | +429.9% | +129.4% | +300.5% | +242.3% |
| All | +833.3% | +741.3% | +92.0% | +404.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling