+128.9%
GLD vs ZETA
+247.9%
-119.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.2% | -0.8% |
| 7D | -0.5% | +2.7% | -3.2% | -0.6% |
| 30D | +4.4% | +15.8% | -11.4% | +4.1% |
| 3M | -1.1% | +35.4% | -36.5% | -1.8% |
| 6M | -13.8% | +67.1% | -80.9% | -14.7% |
| YTD | +2.6% | +54.1% | -51.4% | +1.6% |
| 1Y | +24.5% | +67.8% | -43.3% | +23.0% |
| 3Y | +125.8% | +311.4% | -185.6% | +119.1% |
| 5Y | +137.8% | +324.8% | -187.0% | +128.2% |
| All | +128.9% | +247.9% | -119.1% | +122.1% |
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