+348.6%
ZETA vs GEHC
+20.0%
+328.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.4% |
| 7D | +18.1% | +0.8% | +17.3% | +17.6% |
| 30D | +13.6% | +21.3% | -7.7% | +2.4% |
| 3M | +23.7% | +12.6% | +11.2% | +15.8% |
| 6M | +128.5% | +34.3% | +94.2% | +91.8% |
| YTD | +80.1% | +1.4% | +78.7% | +77.1% |
| 1Y | +98.0% | +12.5% | +85.5% | +82.3% |
| 3Y | +348.6% | +19.2% | +329.4% | +302.8% |
| All | +348.6% | +20.0% | +328.6% | +302.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling