+109.6%
GLD vs ZETA
+244.4%
-134.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.1% | -0.9% |
| 7D | +4.7% | -0.4% | +5.2% | +4.7% |
| 30D | -0.9% | -8.0% | +7.1% | -0.7% |
| 3M | -4.4% | +21.4% | -25.8% | -4.8% |
| 6M | -13.6% | +80.1% | -93.7% | -14.6% |
| YTD | -6.0% | +52.5% | -58.5% | -7.0% |
| 1Y | +1.8% | +58.5% | -56.7% | +0.6% |
| 3Y | +103.2% | +281.7% | -178.5% | +97.3% |
| 5Y | +119.3% | +237.3% | -117.9% | +110.9% |
| All | +109.6% | +244.4% | -134.8% | +103.4% |
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