+215.1%
GS vs ZETA
+247.9%
-32.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.1% | +0.6% |
| 7D | +0.9% | +2.7% | -1.7% | +0.5% |
| 30D | -1.6% | +15.8% | -17.4% | -3.8% |
| 3M | -4.5% | +35.4% | -39.9% | -9.0% |
| 6M | +20.9% | +67.1% | -46.2% | +11.0% |
| YTD | +19.9% | +54.1% | -34.2% | +10.8% |
| 1Y | +41.4% | +67.8% | -26.4% | +28.3% |
| 3Y | +239.2% | +311.4% | -72.3% | +157.6% |
| 5Y | +185.0% | +324.8% | -139.8% | +104.7% |
| All | +215.1% | +247.9% | -32.9% | +130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling