+252.6%
ZETA vs GSK
+55.2%
+197.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.1% | -3.9% |
| 7D | +2.7% | -1.8% | +4.5% | +2.8% |
| 30D | +15.8% | -2.2% | +18.0% | +16.0% |
| 3M | +35.4% | -1.8% | +37.2% | +35.5% |
| 6M | +67.1% | -10.6% | +77.7% | +68.8% |
| YTD | +54.1% | +4.4% | +49.6% | +52.0% |
| 1Y | +67.8% | +30.4% | +37.4% | +60.3% |
| 3Y | +311.4% | +60.1% | +251.3% | +279.7% |
| 5Y | +324.8% | +46.8% | +278.0% | +289.3% |
| All | +252.6% | +55.2% | +197.4% | +232.3% |
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