+55.7%
ZTS vs GWRE
+131.0%
-75.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -3.7% | -13.2% | +9.5% | -0.6% |
| 30D | -0.8% | -18.6% | +17.8% | +3.1% |
| 3M | -9.7% | +18.9% | -28.6% | -14.9% |
| 6M | -38.4% | -11.0% | -27.4% | -38.8% |
| YTD | -41.1% | -29.9% | -11.2% | -38.1% |
| 1Y | -50.6% | -44.3% | -6.3% | -44.7% |
| 3Y | -59.1% | +51.7% | -110.8% | -68.2% |
| 5Y | -62.7% | +15.4% | -78.2% | -69.3% |
| All | +55.7% | +131.0% | -75.2% | +3.4% |
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