-42.9%
CORZ vs GAP
-5.7%
-37.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.1% | +7.5% | +3.7% |
| 7D | -11.2% | -3.8% | -7.5% | -10.8% |
| 30D | -26.2% | -9.0% | -17.2% | -25.4% |
| 3M | -44.1% | +5.5% | -49.6% | -44.5% |
| 6M | -52.3% | -11.1% | -41.2% | -50.6% |
| YTD | -19.2% | -13.6% | -5.7% | -15.1% |
| 1Y | -42.9% | -2.9% | -40.0% | -38.9% |
| All | -42.9% | -5.7% | -37.2% | -38.9% |
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