+67.8%
ZETA vs GGLL
+80.0%
-12.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.7% | -3.5% |
| 7D | +2.7% | -4.8% | +7.4% | +3.8% |
| 30D | +15.8% | -13.7% | +29.5% | +19.7% |
| 3M | +35.4% | -21.9% | +57.3% | +41.7% |
| 6M | +67.1% | +11.7% | +55.5% | +50.7% |
| YTD | +54.1% | +2.3% | +51.8% | +42.1% |
| 1Y | +67.8% | +76.2% | -8.3% | +32.5% |
| All | +67.8% | +80.0% | -12.1% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling