-41.3%
CORZ vs GD
+9.0%
-50.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -2.6% | -7.8% | -10.1% |
| 7D | -14.9% | +3.0% | -17.9% | -15.0% |
| 30D | -23.1% | +10.5% | -33.7% | -23.9% |
| 3M | -44.1% | -5.0% | -39.1% | -43.1% |
| 6M | -39.5% | +5.5% | -45.0% | -39.9% |
| YTD | -12.4% | +10.3% | -22.7% | -15.7% |
| 1Y | -41.3% | +8.2% | -49.5% | -43.2% |
| All | -41.3% | +9.0% | -50.3% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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