+264.7%
ZETA vs GPC
+13.1%
+251.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.3% | +2.2% | +3.6% |
| 7D | +6.2% | +0.8% | +5.4% | +5.9% |
| 30D | -2.0% | -1.1% | -0.9% | -1.9% |
| 3M | +21.7% | -6.6% | +28.3% | +24.3% |
| 6M | +89.1% | +22.2% | +66.9% | +70.2% |
| YTD | +59.3% | +5.1% | +54.3% | +50.8% |
| 1Y | +66.2% | +2.8% | +63.4% | +58.9% |
| 3Y | +297.3% | +2.4% | +294.9% | +257.7% |
| 5Y | +227.5% | +7.8% | +219.7% | +155.1% |
| All | +264.7% | +13.1% | +251.6% | +178.4% |
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