+239.5%
ZETA vs GNRC
-45.3%
+284.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.2% | -2.3% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +5.7% | -15.7% | +21.4% | +11.9% |
| 3M | +50.4% | -27.3% | +77.8% | +65.0% |
| 6M | +65.5% | -12.1% | +77.5% | +65.1% |
| YTD | +48.3% | +37.1% | +11.2% | +21.1% |
| 1Y | +45.4% | -0.5% | +45.8% | +34.9% |
| 3Y | +270.8% | +61.5% | +209.2% | +176.0% |
| 5Y | +336.1% | -58.6% | +394.7% | +390.1% |
| All | +239.5% | -45.3% | +284.8% | +255.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling