+405.7%
COR vs GD
+190.3%
+215.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.0% |
| 7D | +2.8% | -5.3% | +8.0% | +5.3% |
| 30D | +4.5% | -6.4% | +11.0% | +7.7% |
| 3M | +22.7% | +5.7% | +17.0% | +19.2% |
| 6M | -9.7% | -0.9% | -8.8% | -9.8% |
| YTD | -1.4% | +8.2% | -9.6% | -5.8% |
| 1Y | +13.9% | +13.4% | +0.5% | +6.2% |
| 3Y | +94.0% | +68.5% | +25.5% | +44.7% |
| 5Y | +184.0% | +97.2% | +86.9% | +91.7% |
| All | +405.7% | +190.3% | +215.3% | +144.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling