+7.0%
COR vs GTLB
-4.2%
+11.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.2% |
| 7D | -2.8% | -5.7% | +2.9% | -2.8% |
| 30D | +2.6% | +15.1% | -12.6% | +2.6% |
| 3M | +14.5% | +65.5% | -51.0% | +14.5% |
| 6M | -7.8% | +102.9% | -110.7% | -7.5% |
| YTD | -4.2% | +25.2% | -29.4% | -4.5% |
| 1Y | +7.0% | -5.5% | +12.5% | +4.2% |
| All | +7.0% | -4.2% | +11.2% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling