+396.9%
COR vs GH
+457.8%
-60.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -1.2% | -8.2% | +7.0% | -0.8% |
| 30D | +7.6% | -4.9% | +12.6% | +7.8% |
| 3M | +5.0% | -6.2% | +11.2% | +5.2% |
| 6M | +35.3% | +60.0% | -24.7% | +31.3% |
| YTD | +4.2% | +51.5% | -47.3% | +1.2% |
| 1Y | -3.4% | +58.4% | -61.8% | -6.4% |
| 3Y | +81.1% | +617.2% | -536.1% | +57.2% |
| 5Y | +195.8% | +47.0% | +148.8% | +181.5% |
| All | +396.9% | +457.8% | -60.8% | +312.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling