+246.3%
ZETA vs GPC
+20.6%
+225.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.6% |
| 7D | -2.4% | +0.2% | -2.6% | -2.6% |
| 30D | +15.6% | -0.4% | +16.0% | +15.6% |
| 3M | +41.5% | +39.2% | +2.3% | +21.3% |
| 6M | +63.4% | +18.2% | +45.2% | +50.3% |
| YTD | +51.3% | +12.1% | +39.2% | +40.2% |
| 1Y | +65.8% | -0.7% | +66.5% | +63.2% |
| 3Y | +279.2% | -1.7% | +280.9% | +255.7% |
| 5Y | +341.8% | +29.3% | +312.5% | +237.9% |
| All | +246.3% | +20.6% | +225.7% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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