+243.8%
ZETA vs GDDY
+19.6%
+224.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -1.5% |
| 7D | -6.5% | -7.0% | +0.5% | -2.2% |
| 30D | +4.8% | +6.2% | -1.4% | -0.4% |
| 3M | +53.3% | +20.0% | +33.3% | +28.9% |
| 6M | +66.8% | +6.8% | +60.0% | +52.4% |
| YTD | +50.2% | -22.3% | +72.5% | +72.0% |
| 1Y | +62.0% | -33.5% | +95.6% | +109.5% |
| 3Y | +276.4% | +29.2% | +247.1% | +172.3% |
| 5Y | +341.6% | +28.1% | +313.6% | +233.2% |
| All | +243.8% | +19.6% | +224.2% | +160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling