+128.5%
ZETA vs GFS
-44.1%
+172.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.6% |
| 7D | +18.1% | +7.4% | +10.7% | +18.1% |
| 30D | +13.6% | -15.3% | +28.8% | +11.9% |
| 3M | +23.7% | -21.1% | +44.8% | +21.5% |
| 6M | +128.5% | -44.5% | +173.0% | +113.8% |
| All | +128.5% | -44.1% | +172.6% | +113.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling