+282.0%
ZETA vs GH
+48.9%
+233.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +7.7% |
| 7D | +18.8% | -8.2% | +26.9% | +21.7% |
| 30D | +12.6% | -4.9% | +17.5% | +14.2% |
| 3M | +29.5% | -6.2% | +35.7% | +30.8% |
| 6M | +128.6% | +60.0% | +68.5% | +94.7% |
| YTD | +85.5% | +51.5% | +33.9% | +60.1% |
| 1Y | +90.6% | +58.4% | +32.2% | +62.1% |
| 3Y | +358.0% | +617.2% | -259.2% | +103.4% |
| 5Y | +282.0% | +47.0% | +235.0% | +195.0% |
| All | +282.0% | +48.9% | +233.1% | +195.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling