+67.8%
ZETA vs GAP
+1.5%
+66.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.2% |
| 7D | +2.7% | -4.5% | +7.1% | +3.6% |
| 30D | +15.8% | +9.0% | +6.8% | +13.1% |
| 3M | +35.4% | +5.0% | +30.4% | +33.2% |
| 6M | +67.1% | -17.8% | +84.9% | +75.5% |
| YTD | +54.1% | -10.4% | +64.4% | +54.0% |
| 1Y | +67.8% | -3.4% | +71.2% | +52.1% |
| All | +67.8% | +1.5% | +66.3% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling