+346.2%
GLW vs ZETA
+237.6%
+108.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +16.9% | -0.1% | +16.9% | +16.8% |
| 30D | +7.0% | +10.5% | -3.5% | +5.7% |
| 3M | -3.0% | +44.3% | -47.3% | -7.0% |
| 6M | +31.0% | +59.4% | -28.4% | +23.3% |
| YTD | +93.4% | +49.5% | +43.9% | +81.9% |
| 1Y | +134.7% | +62.7% | +72.1% | +117.5% |
| 3Y | +471.8% | +274.6% | +197.2% | +355.2% |
| 5Y | +394.5% | +349.3% | +45.1% | +279.2% |
| All | +346.2% | +237.6% | +108.6% | +246.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling