+17,451.9%
COR vs GPC
+1,331.2%
+16,120.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.2% |
| 7D | +2.8% | +1.2% | +1.6% | +2.3% |
| 30D | +4.5% | +6.0% | -1.4% | +2.5% |
| 3M | +22.7% | +42.6% | -20.0% | +8.1% |
| 6M | -9.7% | +22.8% | -32.5% | -16.7% |
| YTD | -1.4% | +15.5% | -16.9% | -8.0% |
| 1Y | +13.9% | +2.0% | +11.9% | +10.9% |
| 3Y | +94.0% | -1.4% | +95.4% | +83.8% |
| 5Y | +184.0% | +30.6% | +153.4% | +137.6% |
| 10Y | +406.8% | +80.6% | +326.1% | +256.6% |
| All | +17,451.9% | +1,331.2% | +16,120.7% | +5,793.8% |
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