+152.4%
GS vs ZETA
+217.2%
-64.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.5% | +0.2% | +4.0% |
| 7D | +0.8% | +6.2% | -5.4% | 0.0% |
| 30D | +1.2% | -2.0% | +3.2% | +1.5% |
| 3M | -12.4% | +21.7% | -34.1% | -15.2% |
| 6M | -2.3% | +89.1% | -91.5% | -12.1% |
| YTD | +4.6% | +59.3% | -54.7% | -4.4% |
| 1Y | +17.5% | +66.2% | -48.7% | +6.6% |
| 3Y | +202.0% | +297.3% | -95.3% | +125.4% |
| 5Y | +152.4% | +227.5% | -75.1% | +78.8% |
| All | +152.4% | +217.2% | -64.9% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling