+14.5%
GS vs ZETA
+77.7%
-63.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.2% | -7.7% | -1.0% |
| 7D | +1.6% | +13.2% | -11.7% | -0.7% |
| 30D | +1.7% | +6.0% | -4.3% | +0.4% |
| 3M | -11.6% | +27.3% | -38.9% | -15.6% |
| 6M | -1.9% | +104.6% | -106.5% | -14.6% |
| YTD | +5.1% | +72.3% | -67.3% | -7.2% |
| All | +14.5% | +77.7% | -63.2% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling