+312.3%
ZETA vs GPC
+11.0%
+301.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +18.1% | +0.4% | +17.7% | +17.9% |
| 30D | +13.6% | -6.3% | +19.9% | +16.2% |
| 3M | +23.7% | -8.2% | +31.9% | +27.2% |
| 6M | +128.5% | +27.1% | +101.4% | +101.5% |
| YTD | +80.1% | +3.1% | +77.0% | +71.6% |
| 1Y | +98.0% | +0.1% | +97.9% | +91.6% |
| 3Y | +348.6% | +0.2% | +348.4% | +307.3% |
| 5Y | +286.6% | +4.9% | +281.7% | +203.7% |
| All | +312.3% | +11.0% | +301.3% | +216.8% |
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