+512.3%
COR vs GD
+185.2%
+327.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +2.6% |
| 7D | +2.3% | -3.0% | +5.4% | +3.8% |
| 30D | +6.8% | +9.3% | -2.5% | +2.4% |
| 3M | +8.1% | -7.2% | +15.3% | +11.6% |
| 6M | +33.0% | +5.5% | +27.5% | +29.2% |
| YTD | +3.0% | +9.5% | -6.5% | -2.2% |
| 1Y | -3.4% | +6.4% | -9.8% | -7.1% |
| 3Y | +80.1% | +59.8% | +20.3% | +39.1% |
| 5Y | +194.7% | +98.0% | +96.7% | +99.5% |
| 10Y | +512.3% | +177.4% | +334.9% | +232.9% |
| All | +512.3% | +185.2% | +327.1% | +232.9% |
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