+273.7%
ZETA vs GFS
-21.4%
+295.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.7% |
| 7D | -0.1% | +4.5% | -4.6% | -1.3% |
| 30D | +10.5% | -8.2% | +18.6% | +12.9% |
| 3M | +44.3% | -38.9% | +83.2% | +62.5% |
| 6M | +59.4% | -2.9% | +62.3% | +44.3% |
| YTD | +49.5% | +31.8% | +17.7% | +13.8% |
| 1Y | +62.7% | +43.1% | +19.5% | +19.3% |
| All | +273.7% | -21.4% | +295.1% | +223.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling