+239.5%
ZETA vs GDDY
+21.7%
+217.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -2.4% |
| 7D | -3.7% | -3.2% | -0.5% | -2.0% |
| 30D | +5.7% | +6.8% | -1.1% | 0.0% |
| 3M | +50.4% | +30.5% | +20.0% | +19.5% |
| 6M | +65.5% | +13.3% | +52.1% | +45.1% |
| YTD | +48.3% | -21.0% | +69.3% | +67.9% |
| 1Y | +45.4% | -34.0% | +79.4% | +89.0% |
| 3Y | +270.8% | +33.1% | +237.7% | +162.5% |
| 5Y | +336.1% | +30.3% | +305.8% | +225.2% |
| All | +239.5% | +21.7% | +217.8% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling