+186.8%
GS vs ZETA
+254.2%
-67.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.3% | +0.9% | -5.2% |
| 7D | -6.3% | -10.0% | +3.7% | -4.8% |
| 30D | -3.1% | -10.6% | +7.4% | -1.5% |
| 3M | -17.7% | +8.9% | -26.5% | -19.0% |
| 6M | -4.6% | +65.1% | -69.7% | -12.5% |
| YTD | +0.3% | +44.8% | -44.5% | -7.1% |
| 1Y | +11.7% | +47.8% | -36.1% | +3.0% |
| All | +186.8% | +254.2% | -67.4% | +125.3% |
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