+270.8%
ZETA vs GDDY
+30.8%
+240.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -2.2% |
| 7D | -3.7% | -3.2% | -0.5% | -2.3% |
| 30D | +5.7% | +6.8% | -1.1% | +1.0% |
| 3M | +50.4% | +30.5% | +20.0% | +23.7% |
| 6M | +65.5% | +13.3% | +52.1% | +48.5% |
| YTD | +48.3% | -21.0% | +69.3% | +67.1% |
| 1Y | +45.4% | -34.0% | +79.4% | +84.6% |
| 3Y | +270.8% | +33.1% | +237.7% | +216.3% |
| All | +270.8% | +30.8% | +240.0% | +216.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling