+265.4%
ZETA vs GEHC
+10.0%
+255.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.8% | -3.5% |
| 7D | +2.7% | -4.0% | +6.6% | +4.7% |
| 30D | +15.8% | -2.0% | +17.8% | +16.9% |
| 3M | +35.4% | +8.0% | +27.4% | +29.2% |
| 6M | +67.1% | -12.8% | +79.9% | +77.1% |
| YTD | +54.1% | -15.9% | +70.0% | +66.2% |
| 1Y | +67.8% | -6.9% | +74.7% | +71.3% |
| 3Y | +311.4% | 0.0% | +311.5% | +307.2% |
| All | +265.4% | +10.0% | +255.4% | +251.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling