+17,590.3%
COR vs GPC
+1,172.8%
+16,417.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.4% |
| 7D | +0.8% | +1.6% | -0.7% | +0.3% |
| 30D | +5.1% | -2.1% | +7.2% | +5.8% |
| 3M | +2.8% | -6.8% | +9.6% | +5.1% |
| 6M | +32.5% | +18.6% | +13.9% | +24.0% |
| YTD | -0.7% | +2.7% | -3.3% | -3.7% |
| 1Y | -6.7% | +1.8% | -8.5% | -9.4% |
| 3Y | +73.7% | +1.1% | +72.7% | +62.9% |
| 5Y | +177.9% | +4.1% | +173.8% | +152.1% |
| 10Y | +533.8% | +88.2% | +445.5% | +337.8% |
| All | +17,590.3% | +1,172.8% | +16,417.5% | +6,070.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling