+324.5%
ZETA vs GSK
+57.4%
+267.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.2% | +8.8% | +7.7% |
| 7D | +18.8% | -1.1% | +19.8% | +18.9% |
| 30D | +12.6% | +7.8% | +4.8% | +11.9% |
| 3M | +29.5% | +0.3% | +29.2% | +29.4% |
| 6M | +128.6% | +3.4% | +125.1% | +127.3% |
| YTD | +85.5% | +5.9% | +79.5% | +82.7% |
| 1Y | +90.6% | +8.2% | +82.4% | +87.2% |
| 3Y | +358.0% | +65.3% | +292.7% | +320.9% |
| 5Y | +282.0% | +43.3% | +238.7% | +248.0% |
| All | +324.5% | +57.4% | +267.1% | +299.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling