+400.3%
ZETA vs GGLL
+194.0%
+206.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.6% | +8.8% | +8.4% |
| 7D | +13.2% | +5.1% | +8.1% | +11.6% |
| 30D | +6.0% | -35.5% | +41.5% | +19.5% |
| 3M | +27.3% | -39.2% | +66.5% | +45.4% |
| 6M | +104.6% | -54.4% | +159.0% | +150.7% |
| YTD | +72.3% | -29.8% | +102.2% | +79.7% |
| 1Y | +76.3% | -20.4% | +96.7% | +75.2% |
| 3Y | +325.6% | +149.7% | +175.9% | +165.1% |
| All | +400.3% | +194.0% | +206.2% | +201.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling