+13.9%
COR vs GD
+13.1%
+0.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.4% |
| 7D | +2.8% | -5.3% | +8.0% | +4.3% |
| 30D | +4.5% | -6.4% | +11.0% | +6.5% |
| 3M | +22.7% | +5.7% | +17.0% | +20.3% |
| 6M | -9.7% | -0.9% | -8.8% | -9.4% |
| YTD | -1.4% | +8.2% | -9.6% | -2.9% |
| 1Y | +13.9% | +13.4% | +0.5% | +7.7% |
| All | +13.9% | +13.1% | +0.8% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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