+251.7%
ZETA vs GEHC
+2.1%
+249.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.0% |
| 7D | -3.7% | -7.2% | +3.4% | -0.2% |
| 30D | +5.7% | -11.6% | +17.3% | +12.2% |
| 3M | +50.4% | -0.8% | +51.3% | +49.8% |
| 6M | +65.5% | -11.9% | +77.4% | +73.9% |
| YTD | +48.3% | -21.9% | +70.2% | +65.9% |
| 1Y | +45.4% | -17.8% | +63.2% | +58.1% |
| 3Y | +270.8% | -3.5% | +274.3% | +276.3% |
| All | +251.7% | +2.1% | +249.7% | +250.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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