+67.8%
ZETA vs GH
+169.0%
-101.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | +2.7% | -0.1% | +2.7% | +2.6% |
| 30D | +15.8% | -1.1% | +16.9% | +15.8% |
| 3M | +35.4% | +21.3% | +14.1% | +30.8% |
| 6M | +67.1% | +73.5% | -6.4% | +49.4% |
| YTD | +54.1% | +58.0% | -4.0% | +39.6% |
| 1Y | +67.8% | +163.1% | -95.2% | +49.7% |
| All | +67.8% | +169.0% | -101.2% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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