+242.2%
ZETA vs GSK
+51.3%
+190.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.1% | -3.6% | +3.5% | +0.3% |
| 30D | +10.5% | -5.9% | +16.4% | +11.0% |
| 3M | +44.3% | -4.3% | +48.6% | +44.8% |
| 6M | +59.4% | -10.8% | +70.2% | +61.0% |
| YTD | +49.5% | +1.8% | +47.7% | +47.9% |
| 1Y | +62.7% | +23.5% | +39.2% | +56.4% |
| 3Y | +274.6% | +49.5% | +225.1% | +248.3% |
| 5Y | +349.3% | +49.7% | +299.7% | +324.9% |
| All | +242.2% | +51.3% | +190.9% | +223.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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