+151.5%
GILD vs ZETA
+235.0%
-83.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.7% |
| 7D | -4.8% | -3.7% | -1.1% | -4.7% |
| 30D | +5.8% | +5.7% | +0.1% | +5.7% |
| 3M | +14.9% | +50.4% | -35.5% | +14.0% |
| 6M | -0.4% | +65.5% | -65.8% | -1.5% |
| YTD | +18.5% | +48.3% | -29.8% | +17.3% |
| 1Y | +25.1% | +45.4% | -20.3% | +23.7% |
| 3Y | +105.9% | +270.8% | -164.9% | +99.0% |
| 5Y | +143.0% | +336.1% | -193.1% | +136.1% |
| All | +151.5% | +235.0% | -83.4% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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