-41.3%
CORZ vs GAP
+10.4%
-51.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +8.0% | -18.4% | -11.0% |
| 7D | -14.9% | +8.0% | -22.9% | -15.5% |
| 30D | -23.1% | +2.7% | -25.8% | -23.2% |
| 3M | -44.1% | +16.0% | -60.1% | -45.0% |
| 6M | -39.5% | +2.0% | -41.5% | -38.6% |
| YTD | -12.4% | -4.4% | -7.9% | -9.2% |
| 1Y | -41.3% | +9.2% | -50.5% | -39.7% |
| All | -41.3% | +10.4% | -51.7% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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