+252.6%
ZETA vs GRMN
+117.7%
+134.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | +2.7% | -2.9% | +5.5% | +4.4% |
| 30D | +15.8% | -8.4% | +24.2% | +22.2% |
| 3M | +35.4% | +15.0% | +20.4% | +22.2% |
| 6M | +67.1% | +11.2% | +55.9% | +53.2% |
| YTD | +54.1% | +37.7% | +16.4% | +22.9% |
| 1Y | +67.8% | +18.5% | +49.3% | +47.1% |
| 3Y | +311.4% | +175.8% | +135.6% | +90.6% |
| 5Y | +324.8% | +75.1% | +249.7% | +113.9% |
| All | +252.6% | +117.7% | +134.9% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling