+444.5%
CORZ vs GH
+593.3%
-148.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.8% |
| 7D | +16.6% | -2.1% | +18.6% | +17.3% |
| 30D | -10.9% | -4.5% | -6.4% | -9.6% |
| 3M | -31.0% | +28.9% | -59.9% | -37.7% |
| 6M | +26.0% | +76.5% | -50.5% | +0.5% |
| YTD | +28.6% | +57.6% | -29.0% | +6.7% |
| 1Y | +34.5% | +167.5% | -133.1% | -9.9% |
| All | +444.5% | +593.3% | -148.8% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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