+318.0%
CORZ vs GAP
+19.8%
+298.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | +26.4% | -5.2% | +31.5% | +27.6% |
| 30D | -6.8% | -6.9% | +0.1% | -5.6% |
| 3M | -31.1% | +5.7% | -36.8% | -32.4% |
| 6M | -36.9% | +0.9% | -37.8% | -37.9% |
| YTD | -1.2% | -14.5% | +13.2% | +0.7% |
| 1Y | -12.5% | -12.1% | -0.4% | -11.6% |
| All | +318.0% | +19.8% | +298.2% | +264.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling