+382.5%
GLW vs ZETA
+343.0%
+39.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.8% | +9.3% | +7.7% |
| 7D | +14.0% | -2.4% | +16.5% | +14.2% |
| 30D | +0.4% | +15.6% | -15.2% | -1.3% |
| 3M | -11.3% | +41.5% | -52.8% | -15.0% |
| 6M | +35.1% | +63.4% | -28.4% | +26.4% |
| YTD | +90.5% | +51.3% | +39.2% | +78.5% |
| 1Y | +132.0% | +65.8% | +66.2% | +113.8% |
| 3Y | +463.3% | +279.2% | +184.1% | +340.4% |
| 5Y | +382.5% | +341.8% | +40.7% | +257.9% |
| All | +382.5% | +343.0% | +39.5% | +257.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling