+197.0%
GLW vs ZETA
+289.2%
-92.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.2% | -11.5% | -4.1% |
| 7D | -11.1% | +13.2% | -24.3% | -12.2% |
| 30D | -28.4% | +6.0% | -34.4% | -28.8% |
| 3M | -28.8% | +27.3% | -56.1% | -30.6% |
| 6M | -39.8% | +104.6% | -144.4% | -44.6% |
| YTD | +28.7% | +72.3% | -43.6% | +19.3% |
| 1Y | +27.7% | +76.3% | -48.6% | +18.0% |
| 3Y | +331.3% | +325.6% | +5.7% | +239.6% |
| 5Y | +233.4% | +254.2% | -20.8% | +155.3% |
| All | +197.0% | +289.2% | -92.2% | +127.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling