+155.6%
GS vs ZETA
+281.0%
-125.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | +5.9% | +18.1% | -12.3% | +3.2% |
| 30D | +4.3% | +13.6% | -9.3% | +2.2% |
| 3M | -11.7% | +23.7% | -35.4% | -14.7% |
| 6M | -3.2% | +128.5% | -131.7% | -15.4% |
| YTD | +5.8% | +80.1% | -74.3% | -5.1% |
| 1Y | +16.0% | +98.0% | -82.0% | +2.4% |
| 3Y | +199.8% | +348.6% | -148.8% | +119.3% |
| All | +155.6% | +281.0% | -125.4% | +74.8% |
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