+344.5%
ZETA vs GDDY
+29.8%
+314.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.1% |
| 3M | +50.4% | +30.5% | +20.0% | +18.6% |
| 6M | +65.5% | +13.3% | +52.1% | +44.4% |
| YTD | +48.3% | -21.0% | +69.3% | +68.7% |
| 1Y | +45.4% | -34.0% | +79.4% | +91.0% |
| 3Y | +270.8% | +33.1% | +237.7% | +153.2% |
| All | +344.5% | +29.8% | +314.7% | +249.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling