+76.9%
COR vs GD
+55.3%
+21.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.4% |
| 7D | +2.8% | -3.9% | +6.7% | +3.8% |
| 30D | +7.4% | +8.1% | -0.7% | +5.1% |
| 3M | +7.3% | -6.8% | +14.1% | +9.1% |
| 6M | +11.5% | +3.0% | +8.5% | +10.4% |
| YTD | +1.2% | +7.8% | -6.6% | -0.9% |
| 1Y | -3.3% | +5.8% | -9.1% | -5.0% |
| All | +76.9% | +55.3% | +21.6% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling