+177.1%
GS vs ZETA
+313.7%
-136.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | +5.1% | +26.5% | -21.3% | +1.6% |
| 30D | +2.4% | +10.3% | -7.8% | +0.9% |
| 3M | -11.5% | +30.5% | -42.0% | -15.1% |
| 6M | -2.5% | +129.4% | -131.9% | -14.3% |
| YTD | +5.5% | +83.1% | -77.7% | -5.1% |
| 1Y | +11.0% | +82.1% | -71.0% | -0.2% |
| 3Y | +200.1% | +352.3% | -152.2% | +124.6% |
| 5Y | +154.7% | +293.1% | -138.4% | +82.5% |
| All | +177.1% | +313.7% | -136.5% | +97.0% |
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