+312.3%
ZETA vs GRMN
+123.3%
+189.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.0% |
| 7D | +18.1% | -0.9% | +19.0% | +18.8% |
| 30D | +13.6% | +1.2% | +12.4% | +12.5% |
| 3M | +23.7% | -8.9% | +32.6% | +30.0% |
| 6M | +128.5% | +23.0% | +105.5% | +95.7% |
| YTD | +80.1% | +41.2% | +38.9% | +40.5% |
| 1Y | +98.0% | +47.5% | +50.5% | +50.5% |
| 3Y | +348.6% | +155.8% | +192.8% | +121.5% |
| 5Y | +286.6% | +120.2% | +166.4% | +96.4% |
| All | +312.3% | +123.3% | +189.0% | +129.9% |
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