+218.3%
COR vs GTLB
-49.4%
+267.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +3.0% |
| 7D | +7.8% | -0.7% | +8.6% | +7.8% |
| 30D | +7.0% | -10.2% | +17.2% | +7.0% |
| 3M | +16.3% | +10.1% | +6.2% | +16.3% |
| 6M | +41.3% | +116.5% | -75.2% | +41.5% |
| YTD | +7.1% | +27.2% | -20.0% | +7.2% |
| 1Y | -0.8% | +8.6% | -9.4% | -0.8% |
| 3Y | +85.0% | +5.6% | +79.4% | +84.7% |
| 5Y | +203.9% | -61.8% | +265.7% | +207.8% |
| All | +218.3% | -49.4% | +267.6% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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