+243.8%
ZETA vs GME
-71.1%
+314.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | +0.1% |
| 7D | -6.5% | +6.0% | -12.5% | -7.2% |
| 30D | +4.8% | +8.3% | -3.5% | +3.7% |
| 3M | +53.3% | -9.1% | +62.4% | +55.0% |
| 6M | +66.8% | -16.3% | +83.1% | +70.1% |
| YTD | +50.2% | +1.5% | +48.6% | +49.3% |
| 1Y | +62.0% | -16.3% | +78.4% | +65.0% |
| 3Y | +276.4% | +15.1% | +261.2% | +189.3% |
| 5Y | +341.6% | -57.2% | +398.8% | +281.9% |
| All | +243.8% | -71.1% | +314.8% | +188.5% |
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