-26.2%
GIS vs ZETA
+241.7%
-267.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.6% |
| 7D | -8.3% | -2.4% | -5.8% | -8.3% |
| 30D | +2.2% | +15.6% | -13.4% | +2.4% |
| 3M | +15.7% | +41.5% | -25.8% | +16.3% |
| 6M | -12.0% | +63.4% | -75.4% | -11.2% |
| YTD | -15.0% | +51.3% | -66.3% | -14.2% |
| 1Y | -20.1% | +65.8% | -85.9% | -19.2% |
| 3Y | -34.6% | +279.2% | -313.8% | -32.0% |
| 5Y | -22.8% | +341.8% | -364.6% | -18.1% |
| All | -26.2% | +241.7% | -267.9% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling