-42.9%
CORZ vs GD
+5.1%
-47.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +4.0% | +3.4% |
| 7D | -11.2% | -5.0% | -6.3% | -10.6% |
| 30D | -26.2% | +8.9% | -35.1% | -26.7% |
| 3M | -44.1% | -8.0% | -36.1% | -42.9% |
| 6M | -52.3% | +2.9% | -55.2% | -52.4% |
| YTD | -19.2% | +7.1% | -26.3% | -21.6% |
| 1Y | -42.9% | +5.9% | -48.8% | -44.2% |
| All | -42.9% | +5.1% | -47.9% | -44.2% |
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