+349.3%
ZETA vs GAP
+6.6%
+342.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | +0.1% |
| 7D | -0.1% | -3.2% | +3.1% | +0.8% |
| 30D | +10.5% | -0.7% | +11.2% | +10.2% |
| 3M | +44.3% | -0.5% | +44.8% | +43.7% |
| 6M | +59.4% | -5.0% | +64.4% | +57.9% |
| YTD | +49.5% | -14.7% | +64.2% | +52.7% |
| 1Y | +62.7% | -8.6% | +71.3% | +62.4% |
| 3Y | +274.6% | +108.4% | +166.3% | +162.6% |
| 5Y | +349.3% | +5.8% | +343.6% | +202.7% |
| All | +349.3% | +6.6% | +342.7% | +202.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling