+181.4%
COR vs GPC
+3.6%
+177.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | +0.8% | +1.6% | -0.7% | +0.6% |
| 30D | +5.1% | -2.1% | +7.2% | +5.4% |
| 3M | +2.8% | -6.8% | +9.6% | +3.8% |
| 6M | +32.5% | +18.6% | +13.9% | +29.3% |
| YTD | -0.7% | +2.7% | -3.3% | -1.8% |
| 1Y | -6.7% | +1.8% | -8.5% | -7.7% |
| 3Y | +73.7% | +1.1% | +72.7% | +68.0% |
| All | +181.4% | +3.6% | +177.8% | +159.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling