+425.9%
CORZ vs GFI
+261.0%
+164.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | +7.6% | +4.7% | +2.9% | +6.9% |
| 30D | -6.9% | +14.4% | -21.4% | -8.7% |
| 3M | -33.0% | +32.5% | -65.5% | -35.9% |
| 6M | +19.3% | -7.2% | +26.5% | +18.3% |
| YTD | +24.2% | +10.9% | +13.4% | +22.9% |
| 1Y | +24.5% | +35.5% | -11.0% | +23.0% |
| All | +425.9% | +261.0% | +164.9% | +468.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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