+19.4%
GLD vs ZETA
+62.1%
-42.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.6% |
| 7D | +0.7% | -2.4% | +3.2% | +0.9% |
| 30D | +0.3% | +15.6% | -15.3% | -0.7% |
| 3M | +0.6% | +41.5% | -40.9% | -1.6% |
| 6M | -15.6% | +63.4% | -79.0% | -18.0% |
| YTD | +0.9% | +51.3% | -50.4% | -1.8% |
| 1Y | +19.4% | +65.8% | -46.4% | +15.0% |
| All | +19.4% | +62.1% | -42.8% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling