+319.2%
ZETA vs GRMN
+125.8%
+193.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | +0.3% |
| 7D | +26.5% | -0.1% | +26.5% | +26.5% |
| 30D | +10.3% | +3.5% | +6.7% | +7.7% |
| 3M | +30.5% | -7.3% | +37.9% | +35.8% |
| 6M | +129.4% | +21.8% | +107.6% | +97.9% |
| YTD | +83.1% | +42.8% | +40.3% | +41.9% |
| 1Y | +82.1% | +46.5% | +35.6% | +39.2% |
| 3Y | +352.3% | +158.3% | +194.0% | +122.1% |
| 5Y | +293.1% | +122.6% | +170.5% | +98.4% |
| All | +319.2% | +125.8% | +193.5% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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