+252.6%
ZETA vs GH
+42.1%
+210.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.9% |
| 3M | +35.4% | +21.3% | +14.1% | +27.3% |
| 6M | +67.1% | +73.5% | -6.4% | +40.3% |
| YTD | +54.1% | +58.0% | -4.0% | +32.9% |
| 1Y | +67.8% | +163.1% | -95.2% | +22.0% |
| 3Y | +311.4% | +361.0% | -49.6% | +125.3% |
| 5Y | +324.8% | +22.5% | +302.3% | +199.6% |
| All | +252.6% | +42.1% | +210.6% | +131.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling