-17.4%
GIS vs ZETA
+84.8%
-102.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +5.2% |
| 7D | +8.5% | -5.0% | +13.5% | +8.5% |
| 30D | +15.3% | -3.3% | +18.7% | +15.3% |
| 3M | +0.9% | +31.0% | -30.1% | +0.7% |
| 6M | +7.9% | +72.2% | -64.2% | +7.7% |
| YTD | -17.6% | +56.2% | -73.8% | -17.8% |
| 1Y | -17.4% | +90.3% | -107.7% | -17.2% |
| All | -17.4% | +84.8% | -102.1% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling