+67.8%
ZETA vs GWRE
-25.4%
+93.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -19.9% | +15.9% | +7.1% |
| 7D | +2.7% | -21.1% | +23.8% | +15.6% |
| 30D | +15.8% | +1.3% | +14.5% | +12.5% |
| 3M | +35.4% | +7.4% | +28.0% | +25.6% |
| 6M | +67.1% | +5.6% | +61.5% | +54.4% |
| YTD | +54.1% | -19.2% | +73.3% | +49.4% |
| 1Y | +67.8% | -25.1% | +93.0% | +66.8% |
| All | +67.8% | -25.4% | +93.2% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling