+162.7%
ZETA vs GLXY
-38.8%
+201.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | -0.8% |
| 7D | +18.1% | +5.3% | +12.8% | +17.0% |
| 30D | +13.6% | -19.8% | +33.4% | +16.5% |
| 3M | +23.7% | -31.4% | +55.1% | +29.1% |
| 6M | +128.5% | -53.3% | +181.8% | +151.5% |
| YTD | +80.1% | -35.7% | +115.8% | +73.8% |
| 1Y | +98.0% | -47.2% | +145.2% | +100.2% |
| All | +162.7% | -38.8% | +201.5% | +165.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling