+185.8%
GS vs ZETA
+273.0%
-87.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.3% | -5.7% | -1.2% |
| 7D | -3.2% | -0.4% | -2.8% | -3.1% |
| 30D | -2.4% | -8.0% | +5.6% | -1.2% |
| 3M | -15.7% | +21.4% | -37.1% | -18.5% |
| 6M | -6.8% | +80.1% | -86.9% | -15.7% |
| YTD | -0.1% | +52.5% | -52.5% | -8.2% |
| 1Y | +12.1% | +58.5% | -46.4% | +2.2% |
| 3Y | +185.8% | +281.7% | -95.9% | +122.7% |
| All | +185.8% | +273.0% | -87.2% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling