+90.3%
ZETA vs GNRC
+17.5%
+72.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.5% | +12.2% | +3.4% |
| 7D | -5.0% | -6.0% | +1.0% | -4.6% |
| 30D | -3.3% | -12.0% | +8.7% | -2.5% |
| 3M | +31.0% | -13.4% | +44.4% | +32.8% |
| 6M | +72.2% | -26.4% | +98.5% | +73.0% |
| YTD | +56.2% | +38.8% | +17.3% | +17.4% |
| 1Y | +90.3% | +20.9% | +69.4% | +58.4% |
| All | +90.3% | +17.5% | +72.8% | +58.4% |
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