+293.8%
ZETA vs GTLB
-47.1%
+341.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.1% | -4.4% |
| 7D | +2.7% | +11.1% | -8.4% | -1.6% |
| 30D | +15.8% | +37.8% | -22.0% | +2.6% |
| 3M | +35.4% | +61.6% | -26.2% | +13.3% |
| 6M | +67.1% | +98.9% | -31.8% | +29.7% |
| YTD | +54.1% | +32.8% | +21.3% | +36.7% |
| 1Y | +67.8% | +14.7% | +53.2% | +54.8% |
| 3Y | +311.4% | +1.3% | +310.1% | +272.3% |
| All | +293.8% | -47.1% | +341.0% | +281.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling