+231.5%
ZETA vs GD
+107.4%
+124.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.3% | -4.9% | -6.0% |
| 7D | -10.0% | -3.9% | -6.1% | -8.0% |
| 30D | -10.6% | +8.1% | -18.6% | -14.8% |
| 3M | +8.9% | -6.8% | +15.6% | +13.0% |
| 6M | +65.1% | +3.0% | +62.1% | +60.8% |
| YTD | +44.8% | +7.8% | +37.1% | +37.4% |
| 1Y | +47.8% | +5.8% | +42.0% | +41.7% |
| 3Y | +248.8% | +55.3% | +193.4% | +166.7% |
| 5Y | +220.3% | +96.7% | +123.6% | +124.9% |
| All | +231.5% | +107.4% | +124.1% | +129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling