-22.5%
GIS vs ZETA
+81.4%
-103.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.4% |
| 7D | -3.4% | +18.1% | -21.5% | -3.2% |
| 30D | +6.9% | +13.6% | -6.7% | +7.0% |
| 3M | -10.1% | +23.7% | -33.9% | -10.1% |
| 6M | +5.9% | +128.5% | -122.6% | +6.0% |
| YTD | -21.1% | +80.1% | -101.2% | -21.5% |
| 1Y | -22.5% | +98.0% | -120.5% | -22.6% |
| All | -22.5% | +81.4% | -103.9% | -22.6% |
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