+207.1%
GLW vs ZETA
+259.8%
-52.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.5% | +4.8% | +8.8% |
| 7D | -5.9% | +6.2% | -12.1% | -6.4% |
| 30D | -26.0% | -2.0% | -24.0% | -25.8% |
| 3M | -29.9% | +21.7% | -51.6% | -31.4% |
| 6M | -37.8% | +89.1% | -126.9% | -42.3% |
| YTD | +33.1% | +59.3% | -26.2% | +24.5% |
| 1Y | +36.8% | +66.2% | -29.3% | +27.2% |
| 3Y | +356.1% | +297.3% | +58.8% | +261.8% |
| 5Y | +243.8% | +227.5% | +16.3% | +165.5% |
| All | +207.1% | +259.8% | -52.7% | +137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling