+202.4%
ZETA vs GD
+94.5%
+107.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.6% | +5.9% | +5.7% |
| 7D | -0.4% | -5.0% | +4.5% | +2.5% |
| 30D | -8.0% | +8.9% | -17.0% | -13.0% |
| 3M | +21.4% | -8.0% | +29.5% | +27.2% |
| 6M | +80.1% | +2.9% | +77.2% | +75.1% |
| YTD | +52.5% | +7.1% | +45.4% | +44.7% |
| 1Y | +58.5% | +5.9% | +52.6% | +51.4% |
| 3Y | +281.7% | +53.9% | +227.8% | +187.6% |
| All | +202.4% | +94.5% | +107.9% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling