+361.9%
ZETA vs GME
+104.4%
+257.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.5% | +7.1% | +7.6% |
| 7D | +18.8% | +1.6% | +17.1% | +18.7% |
| 30D | +12.6% | -6.2% | +18.8% | +13.0% |
| 3M | +29.5% | +35.8% | -6.3% | +27.5% |
| 6M | +128.6% | +10.3% | +118.3% | +127.2% |
| YTD | +85.5% | +27.2% | +58.2% | +83.3% |
| 1Y | +90.6% | +19.1% | +71.5% | +88.8% |
| All | +361.9% | +104.4% | +257.5% | +338.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling