+355.8%
COR vs GH
+473.1%
-117.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | -4.8% | -1.2% | -3.6% | -4.8% |
| 30D | -3.7% | -3.7% | 0.0% | -3.5% |
| 3M | +14.3% | +21.7% | -7.3% | +12.9% |
| 6M | -8.5% | +75.7% | -84.2% | -11.6% |
| YTD | -4.4% | +55.7% | -60.1% | -7.1% |
| 1Y | +9.1% | +181.1% | -172.0% | +2.5% |
| 3Y | +85.2% | +371.6% | -286.4% | +65.5% |
| 5Y | +180.7% | +23.2% | +157.5% | +172.6% |
| All | +355.8% | +473.1% | -117.2% | +278.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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