+45.6%
GM vs ZETA
+235.0%
-189.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.4% |
| 7D | -2.4% | -3.7% | +1.3% | -1.9% |
| 30D | -1.1% | +5.7% | -6.8% | -1.9% |
| 3M | +6.1% | +50.4% | -44.3% | +0.1% |
| 6M | +15.0% | +65.5% | -50.5% | +6.2% |
| YTD | +6.0% | +48.3% | -42.3% | -1.3% |
| 1Y | +47.1% | +45.4% | +1.7% | +36.4% |
| 3Y | +170.5% | +270.8% | -100.3% | +99.9% |
| 5Y | +80.5% | +336.1% | -255.6% | +24.9% |
| All | +45.6% | +235.0% | -189.3% | +4.7% |
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