-34.1%
CORZ vs GFS
+17.0%
-51.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.9% | +3.3% | +5.5% |
| 7D | +1.7% | -3.1% | +4.9% | +4.1% |
| 30D | -17.5% | -16.0% | -1.4% | -9.5% |
| 3M | -39.5% | -24.7% | -14.8% | -30.0% |
| 6M | -44.5% | -45.1% | +0.6% | -27.9% |
| YTD | -12.6% | +16.5% | -29.1% | -25.6% |
| All | -34.1% | +17.0% | -51.1% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling