+344.5%
ZETA vs GWRE
+15.1%
+329.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.6% |
| 7D | -3.7% | -13.2% | +9.5% | +5.4% |
| 30D | +5.7% | -18.6% | +24.3% | +18.0% |
| 3M | +50.4% | +18.9% | +31.5% | +27.8% |
| 6M | +65.5% | -11.0% | +76.4% | +69.9% |
| YTD | +48.3% | -29.9% | +78.2% | +77.9% |
| 1Y | +45.4% | -44.3% | +89.7% | +103.7% |
| 3Y | +270.8% | +51.7% | +219.1% | +109.4% |
| All | +344.5% | +15.1% | +329.4% | +246.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling