+230.8%
CORZ vs GD
+48.9%
+181.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.3% | -8.5% | -9.9% |
| 7D | -21.1% | -3.9% | -17.2% | -19.8% |
| 30D | -31.8% | +8.1% | -39.8% | -33.7% |
| 3M | -47.7% | -6.8% | -41.0% | -46.2% |
| 6M | -48.7% | +3.0% | -51.7% | -49.7% |
| YTD | -21.8% | +7.8% | -29.6% | -25.0% |
| 1Y | -47.8% | +5.8% | -53.6% | -49.4% |
| All | +230.8% | +48.9% | +181.9% | +247.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling