+186.1%
COR vs GTLB
-50.8%
+236.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.4% |
| 7D | -3.9% | -6.6% | +2.7% | -3.9% |
| 30D | -0.3% | +13.7% | -14.1% | -0.3% |
| 3M | +15.9% | +52.9% | -37.0% | +16.0% |
| 6M | -10.3% | +88.5% | -98.7% | -10.1% |
| YTD | -3.7% | +23.4% | -27.1% | -3.7% |
| 1Y | +9.1% | -3.8% | +12.9% | +9.1% |
| 3Y | +86.6% | -11.5% | +98.1% | +86.4% |
| All | +186.1% | -50.8% | +236.9% | +189.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling