+167.2%
ZETA vs GLXY
-35.4%
+202.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.4% |
| 7D | +26.5% | +16.9% | +9.5% | +23.2% |
| 30D | +10.3% | -23.0% | +33.2% | +13.8% |
| 3M | +30.5% | -28.0% | +58.5% | +35.1% |
| 6M | +129.4% | -51.6% | +181.0% | +151.4% |
| YTD | +83.1% | -32.1% | +115.3% | +75.2% |
| 1Y | +82.1% | -51.5% | +133.5% | +89.5% |
| All | +167.2% | -35.4% | +202.6% | +167.9% |
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