+242.2%
ZETA vs GPN
-52.4%
+294.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | +0.3% |
| 7D | -0.1% | -6.2% | +6.2% | +3.6% |
| 30D | +10.5% | +1.0% | +9.4% | +9.3% |
| 3M | +44.3% | +36.9% | +7.4% | +18.3% |
| 6M | +59.4% | +16.8% | +42.7% | +44.1% |
| YTD | +49.5% | +13.2% | +36.3% | +36.8% |
| 1Y | +62.7% | +1.4% | +61.2% | +58.2% |
| 3Y | +274.6% | -28.6% | +303.3% | +328.3% |
| 5Y | +349.3% | -47.0% | +396.3% | +436.7% |
| All | +242.2% | -52.4% | +294.6% | +293.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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