+395.2%
COR vs GPN
+28.2%
+367.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -2.8% | -4.6% | +1.8% | -1.9% |
| 30D | +2.6% | -0.3% | +2.8% | +2.5% |
| 3M | +14.5% | +35.4% | -21.0% | +7.2% |
| 6M | -7.8% | +21.7% | -29.5% | -12.2% |
| YTD | -4.2% | +14.9% | -19.1% | -8.2% |
| 1Y | +7.0% | +3.2% | +3.8% | +4.6% |
| 3Y | +85.5% | -27.1% | +112.7% | +92.2% |
| 5Y | +181.2% | -44.4% | +225.6% | +207.9% |
| All | +395.2% | +28.2% | +367.0% | +341.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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