+67.8%
ZETA vs GNRC
+6.8%
+61.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.4% | -4.4% |
| 7D | +2.7% | +1.9% | +0.7% | +2.3% |
| 30D | +15.8% | -13.8% | +29.6% | +18.4% |
| 3M | +35.4% | -32.6% | +68.1% | +41.7% |
| 6M | +67.1% | -15.2% | +82.3% | +63.0% |
| YTD | +54.1% | +37.4% | +16.7% | +19.5% |
| 1Y | +67.8% | +5.1% | +62.7% | +48.7% |
| All | +67.8% | +6.8% | +61.1% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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