+365.9%
ZETA vs GFS
-9.0%
+374.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +26.5% | +17.2% | +9.3% | +19.3% |
| 30D | +10.3% | -8.7% | +19.0% | +13.6% |
| 3M | +30.5% | -19.7% | +50.2% | +39.9% |
| 6M | +129.4% | -40.7% | +170.0% | +162.4% |
| YTD | +83.1% | +22.5% | +60.6% | +41.6% |
| 1Y | +82.1% | +25.2% | +56.8% | +39.5% |
| 3Y | +352.3% | -17.7% | +370.0% | +302.5% |
| 5Y | +293.1% | -23.5% | +316.7% | +226.2% |
| All | +365.9% | -9.0% | +374.9% | +289.0% |
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