+40.6%
GLW vs ZETA
+84.8%
-44.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.6% | -8.5% | -5.7% |
| 7D | -9.5% | -5.0% | -4.5% | -9.6% |
| 30D | -25.5% | -3.3% | -22.1% | -25.5% |
| 3M | -25.6% | +31.0% | -56.6% | -24.5% |
| 6M | -25.5% | +72.2% | -97.7% | -22.6% |
| YTD | +36.4% | +56.2% | -19.8% | +38.9% |
| 1Y | +40.6% | +90.3% | -49.7% | +35.2% |
| All | +40.6% | +84.8% | -44.2% | +35.2% |
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