-15.9%
CORZ vs GFS
+24.3%
-40.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.5% | +5.5% | +7.9% |
| 7D | +14.2% | +6.2% | +8.0% | +10.8% |
| 30D | -3.0% | -11.4% | +8.4% | +3.3% |
| 3M | -26.3% | -15.5% | -10.8% | -19.7% |
| 6M | -36.5% | -42.6% | +6.1% | -19.5% |
| YTD | +0.1% | +23.2% | -23.1% | -17.3% |
| 1Y | -15.9% | +23.6% | -39.5% | -28.5% |
| All | -15.9% | +24.3% | -40.2% | -28.5% |
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