+360.4%
ZETA vs GTLB
-49.4%
+409.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.6% | -2.0% |
| 7D | +18.1% | -0.7% | +18.9% | +18.4% |
| 30D | +13.6% | -10.2% | +23.8% | +18.2% |
| 3M | +23.7% | +10.1% | +13.6% | +18.5% |
| 6M | +128.5% | +116.5% | +12.0% | +72.8% |
| YTD | +80.1% | +27.2% | +52.9% | +61.8% |
| 1Y | +98.0% | +8.6% | +89.4% | +86.3% |
| 3Y | +348.6% | +5.6% | +343.0% | +300.7% |
| 5Y | +286.6% | -61.8% | +348.4% | +297.9% |
| All | +360.4% | -49.4% | +409.8% | +351.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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