+291.9%
ZETA vs GFS
-3.7%
+295.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.7% |
| 7D | +2.7% | +1.0% | +1.6% | +2.2% |
| 30D | +15.8% | -8.6% | +24.4% | +19.1% |
| 3M | +35.4% | -46.5% | +82.0% | +67.3% |
| 6M | +67.1% | -4.8% | +71.9% | +53.4% |
| YTD | +54.1% | +29.7% | +24.4% | +17.9% |
| 1Y | +67.8% | +35.8% | +32.0% | +25.6% |
| 3Y | +311.4% | -18.3% | +329.8% | +273.8% |
| All | +291.9% | -3.7% | +295.6% | +224.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling