+512.3%
COR vs GPC
+93.7%
+418.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.3% | +3.0% |
| 7D | +2.3% | +0.8% | +1.5% | +2.1% |
| 30D | +6.8% | -1.1% | +7.8% | +7.0% |
| 3M | +8.1% | -6.6% | +14.7% | +10.2% |
| 6M | +33.0% | +22.2% | +10.8% | +24.2% |
| YTD | +3.0% | +5.1% | -2.1% | -0.5% |
| 1Y | -3.4% | +2.8% | -6.2% | -6.1% |
| 3Y | +80.1% | +2.4% | +77.8% | +68.7% |
| 5Y | +194.7% | +7.8% | +187.0% | +162.2% |
| 10Y | +512.3% | +87.2% | +425.0% | +309.5% |
| All | +512.3% | +93.7% | +418.5% | +309.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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