+279.1%
ZETA vs GTLB
-50.1%
+329.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.0% |
| 7D | -3.7% | -5.7% | +2.0% | -1.7% |
| 30D | +5.7% | +15.1% | -9.4% | -0.1% |
| 3M | +50.4% | +65.5% | -15.0% | +24.8% |
| 6M | +65.5% | +102.9% | -37.4% | +27.7% |
| YTD | +48.3% | +25.2% | +23.1% | +34.3% |
| 1Y | +45.4% | -5.5% | +50.9% | +43.3% |
| 3Y | +270.8% | -10.9% | +281.6% | +250.5% |
| All | +279.1% | -50.1% | +329.3% | +274.5% |
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