+431.7%
ZETA vs GGLL
+217.5%
+214.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.8% | -2.3% |
| 7D | +26.5% | +11.5% | +14.9% | +22.4% |
| 30D | +10.3% | -31.2% | +41.5% | +21.9% |
| 3M | +30.5% | -28.7% | +59.2% | +42.3% |
| 6M | +129.4% | -47.2% | +176.5% | +168.3% |
| YTD | +83.1% | -24.3% | +107.4% | +86.6% |
| 1Y | +82.1% | -12.0% | +94.1% | +75.4% |
| 3Y | +352.3% | +169.6% | +182.7% | +175.3% |
| All | +431.7% | +217.5% | +214.2% | +213.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling