+67.8%
ZETA vs GFS
+37.2%
+30.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.2% |
| 7D | +2.7% | +1.0% | +1.6% | +2.6% |
| 30D | +15.8% | -8.6% | +24.4% | +16.4% |
| 3M | +35.4% | -46.5% | +82.0% | +42.2% |
| 6M | +67.1% | -4.8% | +71.9% | +50.7% |
| YTD | +54.1% | +29.7% | +24.4% | +13.4% |
| 1Y | +67.8% | +35.8% | +32.0% | +22.3% |
| All | +67.8% | +37.2% | +30.6% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling