-34.9%
GIS vs ZETA
+276.5%
-311.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -2.0% |
| 7D | -8.1% | +26.5% | -34.5% | -7.7% |
| 30D | +5.3% | +10.3% | -5.0% | +5.5% |
| 3M | -10.5% | +30.5% | -41.1% | -10.1% |
| 6M | +1.8% | +129.4% | -127.5% | +3.3% |
| YTD | -22.9% | +83.1% | -106.1% | -22.0% |
| 1Y | -22.9% | +82.1% | -105.0% | -22.0% |
| 3Y | -40.5% | +352.3% | -392.8% | -37.9% |
| 5Y | -34.9% | +293.1% | -328.0% | -28.7% |
| All | -34.9% | +276.5% | -311.4% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling