+85.5%
COR vs GPN
-27.4%
+112.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.8% | -4.3% | +1.5% | -2.9% |
| 30D | +2.6% | 0.0% | +2.5% | +2.6% |
| 3M | +14.5% | +35.8% | -21.4% | +14.7% |
| 6M | -7.8% | +22.0% | -29.8% | -7.6% |
| YTD | -4.2% | +15.2% | -19.4% | -3.9% |
| 1Y | +7.0% | +3.5% | +3.5% | +7.5% |
| 3Y | +85.5% | -26.9% | +112.5% | +89.0% |
| All | +85.5% | -27.4% | +112.9% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling