+113.5%
GLD vs ZETA
+259.8%
-146.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.6% | +1.8% |
| 7D | +4.9% | +6.2% | -1.3% | +4.8% |
| 30D | -1.3% | -2.0% | +0.7% | -1.3% |
| 3M | -4.8% | +21.7% | -26.4% | -5.2% |
| 6M | -12.5% | +89.1% | -101.7% | -13.6% |
| YTD | -4.2% | +59.3% | -63.5% | -5.3% |
| 1Y | +3.0% | +66.2% | -63.1% | +1.8% |
| 3Y | +109.1% | +297.3% | -188.2% | +102.9% |
| 5Y | +121.6% | +227.5% | -105.9% | +113.0% |
| All | +113.5% | +259.8% | -146.3% | +107.0% |
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