+444.5%
CORZ vs GAP
+25.3%
+419.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.7% |
| 7D | +16.6% | +1.7% | +14.8% | +16.2% |
| 30D | -10.9% | +9.3% | -20.2% | -13.1% |
| 3M | -31.0% | +6.1% | -37.1% | -32.4% |
| 6M | +26.0% | -2.3% | +28.3% | +25.6% |
| YTD | +28.6% | -10.6% | +39.2% | +30.3% |
| 1Y | +34.5% | -4.4% | +38.9% | +33.3% |
| All | +444.5% | +25.3% | +419.2% | +371.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling