+132.4%
ZETA vs GLXY
-38.3%
+170.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.2% | -1.7% | +3.5% |
| 7D | +6.2% | -0.5% | +6.8% | +5.7% |
| 30D | -2.0% | -28.6% | +26.6% | +2.5% |
| 3M | +21.7% | -28.1% | +49.8% | +26.0% |
| 6M | +89.1% | -52.0% | +141.1% | +106.9% |
| YTD | +59.3% | -35.1% | +94.4% | +53.6% |
| 1Y | +66.2% | -54.0% | +120.2% | +74.8% |
| All | +132.4% | -38.3% | +170.7% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling