+312.3%
ZETA vs GME
-63.3%
+375.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | +18.1% | +2.9% | +15.2% | +17.7% |
| 30D | +13.6% | -4.8% | +18.4% | +14.3% |
| 3M | +23.7% | +39.2% | -15.5% | +18.4% |
| 6M | +128.5% | +17.1% | +111.4% | +122.9% |
| YTD | +80.1% | +28.7% | +51.4% | +73.4% |
| 1Y | +98.0% | +23.3% | +74.7% | +91.5% |
| 3Y | +348.6% | +112.9% | +235.7% | +204.2% |
| 5Y | +286.6% | -48.8% | +335.4% | +226.2% |
| All | +312.3% | -63.3% | +375.6% | +235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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