+176.1%
GS vs ZETA
+289.2%
-113.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.2% | -7.7% | -0.7% |
| 7D | +1.6% | +13.2% | -11.7% | -0.2% |
| 30D | +1.7% | +6.0% | -4.3% | +0.7% |
| 3M | -11.6% | +27.3% | -38.9% | -14.9% |
| 6M | -1.9% | +104.6% | -106.5% | -12.3% |
| YTD | +5.1% | +72.3% | -67.3% | -4.6% |
| 1Y | +16.4% | +76.3% | -59.9% | +5.2% |
| 3Y | +199.0% | +325.6% | -126.7% | +125.8% |
| 5Y | +157.4% | +254.2% | -96.8% | +86.6% |
| All | +176.1% | +289.2% | -113.1% | +98.0% |
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