+87.4%
COR vs GTLB
-8.4%
+95.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -2.0% |
| 7D | -1.9% | +4.6% | -6.5% | -1.8% |
| 30D | +1.5% | +21.0% | -19.5% | +1.9% |
| 3M | +18.7% | +51.7% | -33.0% | +19.7% |
| 6M | -9.0% | +89.3% | -98.3% | -7.7% |
| YTD | -3.3% | +25.6% | -28.9% | -2.9% |
| 1Y | +9.8% | -1.5% | +11.4% | +9.7% |
| 3Y | +87.4% | -9.9% | +97.3% | +89.9% |
| All | +87.4% | -8.4% | +95.8% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling