+252.6%
ZETA vs GPC
+24.2%
+228.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.5% |
| 7D | +2.7% | +1.2% | +1.5% | +2.1% |
| 30D | +15.8% | +6.0% | +9.8% | +12.9% |
| 3M | +35.4% | +42.6% | -7.2% | +14.9% |
| 6M | +67.1% | +22.8% | +44.4% | +51.3% |
| YTD | +54.1% | +15.5% | +38.6% | +41.0% |
| 1Y | +67.8% | +2.0% | +65.8% | +63.4% |
| 3Y | +311.4% | -1.4% | +312.8% | +288.5% |
| 5Y | +324.8% | +30.6% | +294.2% | +218.4% |
| All | +252.6% | +24.2% | +228.4% | +160.3% |
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