+79.9%
COR vs GFS
-16.3%
+96.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | +0.5% |
| 7D | -1.2% | +6.2% | -7.4% | -1.0% |
| 30D | +7.6% | -11.4% | +19.0% | +7.2% |
| 3M | +5.0% | -15.5% | +20.5% | +4.5% |
| 6M | +35.3% | -42.6% | +77.9% | +33.7% |
| YTD | +4.2% | +23.2% | -19.0% | +4.4% |
| 1Y | -3.4% | +23.6% | -27.0% | -3.2% |
| All | +79.9% | -16.3% | +96.3% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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