+444.5%
CORZ vs GFS
-25.8%
+470.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.8% |
| 7D | +16.6% | +2.6% | +13.9% | +15.3% |
| 30D | -10.9% | -16.4% | +5.5% | -4.0% |
| 3M | -31.0% | -41.6% | +10.6% | -15.5% |
| 6M | +26.0% | -3.7% | +29.7% | +28.1% |
| YTD | +28.6% | +29.3% | -0.7% | +17.2% |
| 1Y | +34.5% | +37.1% | -2.7% | +19.8% |
| All | +444.5% | -25.8% | +470.3% | +470.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling