+4,061.8%
COR vs GPN
+2,520.1%
+1,541.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.2% |
| 7D | -1.9% | -0.7% | -1.2% | -1.8% |
| 30D | +1.5% | +3.8% | -2.3% | +0.6% |
| 3M | +18.7% | +39.2% | -20.5% | +10.5% |
| 6M | -9.0% | +17.9% | -26.9% | -12.9% |
| YTD | -3.3% | +16.4% | -19.6% | -7.7% |
| 1Y | +9.8% | +3.6% | +6.2% | +7.0% |
| 3Y | +87.4% | -26.7% | +114.0% | +91.3% |
| 5Y | +180.5% | -44.8% | +225.3% | +197.6% |
| 10Y | +398.1% | +24.1% | +374.0% | +333.7% |
| All | +4,061.8% | +2,520.1% | +1,541.7% | +2,639.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling