+184.7%
COR vs GFS
-2.1%
+186.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.4% |
| 7D | -3.9% | +4.5% | -8.4% | -3.9% |
| 30D | -0.3% | -8.2% | +7.9% | -0.3% |
| 3M | +15.9% | -38.9% | +54.7% | +16.6% |
| 6M | -10.3% | -2.9% | -7.4% | -11.0% |
| YTD | -3.7% | +31.8% | -35.5% | -5.3% |
| 1Y | +9.1% | +43.1% | -34.1% | +6.9% |
| 3Y | +86.6% | -20.6% | +107.2% | +85.7% |
| All | +184.7% | -2.1% | +186.8% | +169.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling