+96.9%
GLD vs ZETA
+348.6%
-251.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.2% |
| 7D | -4.6% | +18.1% | -22.7% | -5.0% |
| 30D | -5.5% | +13.6% | -19.0% | -5.8% |
| 3M | -10.9% | +23.7% | -34.6% | -11.5% |
| 6M | -17.4% | +128.5% | -145.9% | -19.2% |
| YTD | -10.3% | +80.1% | -90.4% | -12.0% |
| 1Y | -7.2% | +98.0% | -105.2% | -9.0% |
| 3Y | +96.9% | +348.6% | -251.7% | +82.6% |
| All | +96.9% | +348.6% | -251.7% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling