+282.2%
ZETA vs GTLB
-50.8%
+333.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.6% |
| 7D | -0.1% | -6.6% | +6.5% | +2.3% |
| 30D | +10.5% | +13.7% | -3.3% | +4.9% |
| 3M | +44.3% | +52.9% | -8.6% | +23.1% |
| 6M | +59.4% | +88.5% | -29.1% | +26.2% |
| YTD | +49.5% | +23.4% | +26.0% | +36.1% |
| 1Y | +62.7% | -3.8% | +66.5% | +59.6% |
| 3Y | +274.6% | -11.5% | +286.1% | +255.2% |
| All | +282.2% | -50.8% | +333.0% | +279.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling