+90.3%
ZETA vs GD
+9.0%
+81.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +3.7% |
| 7D | -5.0% | +3.0% | -8.0% | -6.5% |
| 30D | -3.3% | +10.5% | -13.9% | -8.4% |
| 3M | +31.0% | -5.0% | +36.0% | +34.6% |
| 6M | +72.2% | +5.5% | +66.7% | +65.0% |
| YTD | +56.2% | +10.3% | +45.8% | +47.5% |
| 1Y | +90.3% | +8.2% | +82.1% | +83.5% |
| All | +90.3% | +9.0% | +81.3% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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