+282.0%
ZETA vs GME
-48.9%
+330.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.5% | +7.1% | +7.6% |
| 7D | +18.8% | +1.6% | +17.1% | +18.6% |
| 30D | +12.6% | -6.2% | +18.8% | +13.6% |
| 3M | +29.5% | +35.8% | -6.3% | +24.3% |
| 6M | +128.6% | +10.3% | +118.3% | +124.8% |
| YTD | +85.5% | +27.2% | +58.2% | +78.9% |
| 1Y | +90.6% | +19.1% | +71.5% | +85.3% |
| 3Y | +358.0% | +103.7% | +254.3% | +211.9% |
| 5Y | +282.0% | -50.0% | +332.0% | +232.2% |
| All | +282.0% | -48.9% | +330.9% | +232.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling