+347.2%
ZETA vs GGLL
+328.7%
+18.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.7% | -3.3% |
| 7D | +2.7% | -4.8% | +7.4% | +4.2% |
| 30D | +15.8% | -13.7% | +29.5% | +20.9% |
| 3M | +35.4% | -21.9% | +57.3% | +43.7% |
| 6M | +67.1% | +11.7% | +55.5% | +54.2% |
| YTD | +54.1% | +2.3% | +51.8% | +45.6% |
| 1Y | +67.8% | +76.2% | -8.3% | +30.3% |
| 3Y | +311.4% | +245.0% | +66.4% | +135.9% |
| All | +347.2% | +328.7% | +18.5% | +144.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling