+249.0%
ZETA vs GPC
+10.5%
+238.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.3% | +6.6% | +5.8% |
| 7D | -0.4% | +1.6% | -2.0% | -1.1% |
| 30D | -8.0% | -2.1% | -6.0% | -7.6% |
| 3M | +21.4% | -6.8% | +28.2% | +24.1% |
| 6M | +80.1% | +18.6% | +61.5% | +64.1% |
| YTD | +52.5% | +2.7% | +49.8% | +45.6% |
| 1Y | +58.5% | +1.8% | +56.7% | +51.9% |
| 3Y | +281.7% | +1.1% | +280.6% | +244.3% |
| 5Y | +237.3% | +4.1% | +233.2% | +165.6% |
| All | +249.0% | +10.5% | +238.6% | +168.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling