+279.2%
ZETA vs GAP
+113.8%
+165.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -2.4% | +1.7% | -4.2% | -2.8% |
| 30D | +15.6% | +9.3% | +6.2% | +13.1% |
| 3M | +41.5% | +6.1% | +35.4% | +39.2% |
| 6M | +63.4% | -2.3% | +65.7% | +61.2% |
| YTD | +51.3% | -10.6% | +61.9% | +52.5% |
| 1Y | +65.8% | -4.4% | +70.2% | +64.2% |
| 3Y | +279.2% | +118.3% | +160.9% | +259.7% |
| All | +279.2% | +113.8% | +165.4% | +259.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling