+249.0%
ZETA vs GD
+106.0%
+143.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.6% | +5.9% | +5.7% |
| 7D | -0.4% | -5.0% | +4.5% | +2.4% |
| 30D | -8.0% | +8.9% | -17.0% | -12.8% |
| 3M | +21.4% | -8.0% | +29.5% | +27.0% |
| 6M | +80.1% | +2.9% | +77.2% | +75.4% |
| YTD | +52.5% | +7.1% | +45.4% | +45.1% |
| 1Y | +58.5% | +5.9% | +52.6% | +51.8% |
| 3Y | +281.7% | +53.9% | +227.8% | +193.4% |
| 5Y | +237.3% | +95.4% | +141.9% | +137.6% |
| All | +249.0% | +106.0% | +143.0% | +142.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling