+98.0%
ZETA vs GSK
+9.8%
+88.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.6% |
| 7D | +18.1% | +1.1% | +17.0% | +18.2% |
| 30D | +13.6% | +6.3% | +7.2% | +14.3% |
| 3M | +23.7% | +1.8% | +21.9% | +24.3% |
| 6M | +128.5% | +1.7% | +126.8% | +129.8% |
| YTD | +80.1% | +6.5% | +73.6% | +69.3% |
| 1Y | +98.0% | +9.5% | +88.5% | +82.4% |
| All | +98.0% | +9.8% | +88.2% | +82.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling