+62.0%
ZETA vs GME
-19.1%
+81.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | -0.2% |
| 7D | -6.5% | +6.0% | -12.5% | -8.0% |
| 30D | +4.8% | +8.3% | -3.5% | +2.5% |
| 3M | +53.3% | -9.1% | +62.4% | +56.8% |
| 6M | +66.8% | -16.3% | +83.1% | +73.6% |
| YTD | +50.2% | +1.5% | +48.6% | +47.9% |
| 1Y | +62.0% | -16.3% | +78.4% | +70.1% |
| All | +62.0% | -19.1% | +81.2% | +70.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling