+421.2%
GLW vs ZETA
+280.9%
+140.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.1% | +9.8% | +6.0% |
| 7D | +3.8% | +2.7% | +1.1% | +3.5% |
| 30D | -1.3% | +15.8% | -17.2% | -2.7% |
| 3M | -21.8% | +35.4% | -57.2% | -24.0% |
| 6M | +6.9% | +67.1% | -60.2% | +1.1% |
| YTD | +77.2% | +54.1% | +23.1% | +67.7% |
| 1Y | +123.2% | +67.8% | +55.4% | +107.9% |
| All | +421.2% | +280.9% | +140.3% | +317.1% |
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 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