+270.8%
ZETA vs GNRC
+61.6%
+209.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.2% | -2.2% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +5.7% | -15.7% | +21.4% | +11.4% |
| 3M | +50.4% | -27.3% | +77.8% | +63.2% |
| 6M | +65.5% | -12.1% | +77.5% | +62.7% |
| YTD | +48.3% | +37.1% | +11.2% | +16.0% |
| 1Y | +45.4% | -0.5% | +45.8% | +31.9% |
| 3Y | +270.8% | +61.5% | +209.2% | +171.2% |
| All | +270.8% | +61.6% | +209.2% | +171.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling