+246.3%
ZETA vs GNRC
-44.4%
+290.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.3% |
| 7D | -2.4% | +4.8% | -7.3% | -4.1% |
| 30D | +15.6% | -10.4% | +25.9% | +19.6% |
| 3M | +41.5% | -28.5% | +70.0% | +56.0% |
| 6M | +63.4% | -6.8% | +70.2% | +59.4% |
| YTD | +51.3% | +39.5% | +11.8% | +22.9% |
| 1Y | +65.8% | +3.4% | +62.4% | +51.8% |
| 3Y | +279.2% | +65.1% | +214.0% | +180.1% |
| 5Y | +341.8% | -57.1% | +398.8% | +392.6% |
| All | +246.3% | -44.4% | +290.7% | +260.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling