+162.6%
GS vs ZETA
+244.4%
-81.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.3% | -5.7% | -1.1% |
| 7D | -3.2% | -0.4% | -2.8% | -3.1% |
| 30D | -2.4% | -8.0% | +5.6% | -1.3% |
| 3M | -15.7% | +21.4% | -37.1% | -18.3% |
| 6M | -6.8% | +80.1% | -86.9% | -15.1% |
| YTD | -0.1% | +52.5% | -52.5% | -7.6% |
| 1Y | +12.1% | +58.5% | -46.4% | +2.9% |
| 3Y | +185.8% | +281.7% | -95.9% | +119.3% |
| 5Y | +140.1% | +237.3% | -97.2% | +76.1% |
| All | +162.6% | +244.4% | -81.8% | +91.8% |
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