+520.9%
COR vs GD
+190.6%
+330.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | +0.8% | -5.0% | +5.8% | +3.2% |
| 30D | +5.1% | +8.9% | -3.8% | +0.9% |
| 3M | +2.8% | -8.0% | +10.9% | +6.7% |
| 6M | +32.5% | +2.9% | +29.6% | +30.2% |
| YTD | -0.7% | +7.1% | -7.7% | -4.7% |
| 1Y | -6.7% | +5.9% | -12.6% | -10.1% |
| 3Y | +73.7% | +53.9% | +19.9% | +36.1% |
| 5Y | +177.9% | +95.4% | +82.5% | +87.8% |
| All | +520.9% | +190.6% | +330.3% | +167.9% |
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