+294.9%
ZETA vs GD
+99.6%
+195.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +18.1% | +2.7% | +15.5% | +16.4% |
| 30D | +13.6% | +8.6% | +5.0% | +7.9% |
| 3M | +23.7% | -7.1% | +30.8% | +29.1% |
| 6M | +128.5% | +7.5% | +121.0% | +116.6% |
| YTD | +80.1% | +9.9% | +70.2% | +68.4% |
| 1Y | +98.0% | +7.6% | +90.5% | +87.6% |
| 3Y | +348.6% | +56.2% | +292.4% | +235.0% |
| All | +294.9% | +99.6% | +195.4% | +155.7% |
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