+420.1%
CORZ vs GGLL
+211.8%
+208.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | +0.7% |
| 7D | +8.4% | -4.8% | +13.1% | +10.2% |
| 30D | -17.8% | -13.7% | -4.1% | -13.9% |
| 3M | -35.9% | -21.9% | -14.1% | -31.7% |
| 6M | +12.9% | +11.7% | +1.3% | +2.0% |
| YTD | +22.9% | +2.3% | +20.6% | +13.9% |
| 1Y | +31.4% | +76.2% | -44.8% | -5.6% |
| All | +420.1% | +211.8% | +208.2% | +227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling