+62.0%
ZETA vs GH
+172.3%
-110.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.9% |
| 7D | -6.5% | -1.2% | -5.2% | -6.3% |
| 30D | +4.8% | -3.7% | +8.5% | +5.4% |
| 3M | +53.3% | +21.7% | +31.7% | +47.8% |
| 6M | +66.8% | +75.7% | -8.9% | +48.5% |
| YTD | +50.2% | +55.7% | -5.5% | +36.2% |
| 1Y | +62.0% | +181.1% | -119.1% | +35.3% |
| All | +62.0% | +172.3% | -110.3% | +35.3% |
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