+281.7%
CORZ vs GGLL
+113.9%
+167.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.4% |
| 7D | -7.8% | +5.1% | -12.9% | -9.4% |
| 30D | -14.8% | -35.5% | +20.7% | -2.3% |
| 3M | -32.5% | -39.2% | +6.7% | -21.5% |
| 6M | -42.7% | -54.4% | +11.7% | -27.6% |
| YTD | -9.8% | -29.8% | +20.0% | -6.4% |
| 1Y | -31.9% | -20.4% | -11.5% | -33.5% |
| All | +281.7% | +113.9% | +167.8% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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