+129.4%
ZETA vs GGLL
-47.0%
+176.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.8% | -1.9% |
| 7D | +26.5% | +11.5% | +14.9% | +23.8% |
| 30D | +10.3% | -31.2% | +41.5% | +16.6% |
| 3M | +30.5% | -28.7% | +59.2% | +37.1% |
| 6M | +129.4% | -47.2% | +176.5% | +140.0% |
| All | +129.4% | -47.0% | +176.3% | +140.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling