+420.1%
CORZ vs GFI
+263.8%
+156.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | +8.4% | +3.1% | +5.2% | +7.9% |
| 30D | -17.8% | +27.1% | -44.9% | -20.6% |
| 3M | -35.9% | +21.2% | -57.1% | -37.9% |
| 6M | +12.9% | -4.5% | +17.4% | +11.6% |
| YTD | +22.9% | +11.7% | +11.1% | +21.5% |
| 1Y | +31.4% | +46.0% | -14.7% | +29.6% |
| All | +420.1% | +263.8% | +156.2% | +461.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling