-52.3%
CORZ vs GAP
-9.9%
-42.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.1% | +7.5% | +3.2% |
| 7D | -11.2% | -3.8% | -7.5% | -10.9% |
| 30D | -26.2% | -9.0% | -17.2% | -26.0% |
| 3M | -44.1% | +5.5% | -49.6% | -43.5% |
| 6M | -52.3% | -11.1% | -41.2% | -48.6% |
| All | -52.3% | -9.9% | -42.4% | -48.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling