-62.3%
ZTS vs GWRE
+15.1%
-77.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -3.7% | -13.2% | +9.5% | -1.4% |
| 30D | -0.8% | -18.6% | +17.8% | +2.1% |
| 3M | -9.7% | +18.9% | -28.6% | -13.6% |
| 6M | -38.4% | -11.0% | -27.4% | -38.5% |
| YTD | -41.1% | -29.9% | -11.2% | -38.3% |
| 1Y | -50.6% | -44.3% | -6.3% | -45.5% |
| 3Y | -59.1% | +51.7% | -110.8% | -67.9% |
| All | -62.3% | +15.1% | -77.4% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling