-37.4%
GIS vs ZETA
+274.1%
-311.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.0% |
| 7D | -8.4% | -6.5% | -1.9% | -8.4% |
| 30D | -5.2% | +4.8% | -10.0% | -5.2% |
| 3M | +8.2% | +53.3% | -45.2% | +8.3% |
| 6M | -12.0% | +66.8% | -78.8% | -11.7% |
| YTD | -18.9% | +50.2% | -69.0% | -18.6% |
| 1Y | -23.6% | +62.0% | -85.7% | -23.3% |
| All | -37.4% | +274.1% | -311.4% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling