+252.6%
ZETA vs GD
+108.1%
+144.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.0% |
| 7D | +2.7% | -5.3% | +7.9% | +5.9% |
| 30D | +15.8% | -6.4% | +22.2% | +20.3% |
| 3M | +35.4% | +5.7% | +29.7% | +30.3% |
| 6M | +67.1% | -0.9% | +68.1% | +67.2% |
| YTD | +54.1% | +8.2% | +45.9% | +46.2% |
| 1Y | +67.8% | +13.4% | +54.4% | +55.3% |
| 3Y | +311.4% | +68.5% | +242.9% | +198.9% |
| 5Y | +324.8% | +97.2% | +227.6% | +195.7% |
| All | +252.6% | +108.1% | +144.5% | +144.0% |
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 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