-31.5%
GIS vs ZETA
+306.8%
-338.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.4% |
| 7D | -3.4% | +18.1% | -21.5% | -3.1% |
| 30D | +6.9% | +13.6% | -6.7% | +7.2% |
| 3M | -10.1% | +23.7% | -33.9% | -9.8% |
| 6M | +5.9% | +128.5% | -122.6% | +7.4% |
| YTD | -21.1% | +80.1% | -101.2% | -20.2% |
| 1Y | -22.5% | +98.0% | -120.5% | -21.4% |
| 3Y | -39.0% | +348.6% | -387.6% | -36.4% |
| 5Y | -33.3% | +286.6% | -319.9% | -29.3% |
| All | -31.5% | +306.8% | -338.3% | -26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling