+254.5%
ZETA vs GEHC
+4.1%
+250.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | 0.0% |
| 7D | -0.1% | -7.6% | +7.6% | +3.9% |
| 30D | +10.5% | -10.7% | +21.1% | +16.7% |
| 3M | +44.3% | -1.2% | +45.5% | +44.1% |
| 6M | +59.4% | -13.7% | +73.2% | +69.7% |
| YTD | +49.5% | -20.4% | +69.9% | +65.7% |
| 1Y | +62.7% | -17.0% | +79.7% | +76.1% |
| 3Y | +274.6% | +0.9% | +273.7% | +273.6% |
| All | +254.5% | +4.1% | +250.5% | +250.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling