+291.9%
ZETA vs GD
+68.4%
+223.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.1% |
| 7D | +2.7% | -5.3% | +7.9% | +5.6% |
| 30D | +15.8% | -6.4% | +22.2% | +19.8% |
| 3M | +35.4% | +5.7% | +29.7% | +30.6% |
| 6M | +67.1% | -0.9% | +68.1% | +67.4% |
| YTD | +54.1% | +8.2% | +45.9% | +47.2% |
| 1Y | +67.8% | +13.4% | +54.4% | +57.2% |
| All | +291.9% | +68.4% | +223.5% | +231.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling