+186.1%
COR vs GPC
+30.9%
+155.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.0% |
| 7D | +2.8% | +1.2% | +1.6% | +2.6% |
| 30D | +4.5% | +6.0% | -1.4% | +3.7% |
| 3M | +22.7% | +42.6% | -20.0% | +16.4% |
| 6M | -9.7% | +22.8% | -32.5% | -12.6% |
| YTD | -1.4% | +15.5% | -16.9% | -4.3% |
| 1Y | +13.9% | +2.0% | +11.9% | +12.9% |
| 3Y | +94.0% | -1.4% | +95.4% | +91.4% |
| All | +186.1% | +30.9% | +155.2% | +138.4% |
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