+358.1%
ZETA vs GFS
-11.4%
+369.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -0.7% |
| 7D | +18.1% | +7.4% | +10.7% | +15.1% |
| 30D | +13.6% | -15.3% | +28.8% | +20.4% |
| 3M | +23.7% | -21.1% | +44.8% | +33.5% |
| 6M | +128.5% | -44.5% | +173.0% | +168.9% |
| YTD | +80.1% | +19.2% | +60.9% | +40.7% |
| 1Y | +98.0% | +27.2% | +70.8% | +49.8% |
| 3Y | +348.6% | -20.1% | +368.7% | +304.0% |
| 5Y | +286.6% | -25.6% | +312.2% | +224.1% |
| All | +358.1% | -11.4% | +369.6% | +286.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling