+17,914.9%
COR vs GD
+5,647.4%
+12,267.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.2% |
| 7D | +2.8% | -3.9% | +6.7% | +4.2% |
| 30D | +7.4% | +8.1% | -0.7% | +4.4% |
| 3M | +7.3% | -6.8% | +14.1% | +9.8% |
| 6M | +11.5% | +3.0% | +8.5% | +10.1% |
| YTD | +1.2% | +7.8% | -6.6% | -2.0% |
| 1Y | -3.3% | +5.8% | -9.1% | -5.8% |
| 3Y | +78.5% | +55.3% | +23.2% | +50.0% |
| 5Y | +183.0% | +96.7% | +86.3% | +117.1% |
| 10Y | +545.4% | +195.4% | +350.0% | +324.7% |
| All | +17,914.9% | +5,647.4% | +12,267.4% | +4,800.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling