-41.3%
CORZ vs GDDY
-11.8%
-29.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +4.3% | -14.7% | -9.0% |
| 7D | -14.9% | +11.1% | -26.0% | -11.7% |
| 30D | -23.1% | +18.6% | -41.8% | -18.6% |
| 3M | -44.1% | +32.8% | -76.9% | -38.3% |
| 6M | -39.5% | +34.0% | -73.6% | -31.8% |
| YTD | -12.4% | -4.6% | -7.7% | -16.4% |
| 1Y | -41.3% | -12.5% | -28.8% | -43.9% |
| All | -41.3% | -11.8% | -29.5% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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