+81.6%
GM vs ZETA
+352.7%
-271.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.4% | +2.8% |
| 7D | -1.1% | -6.5% | +5.4% | -0.2% |
| 30D | -3.4% | +4.8% | -8.3% | -4.1% |
| 3M | +8.7% | +53.3% | -44.6% | +2.2% |
| 6M | +15.4% | +66.8% | -51.4% | +6.4% |
| YTD | +6.6% | +50.2% | -43.6% | -1.0% |
| 1Y | +51.5% | +62.0% | -10.5% | +38.2% |
| 3Y | +169.3% | +276.4% | -107.0% | +96.1% |
| 5Y | +81.6% | +341.6% | -260.1% | +23.7% |
| All | +81.6% | +352.7% | -271.2% | +23.7% |
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 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