+322.1%
CORZ vs GH
+553.3%
-231.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.7% |
| 7D | +23.5% | +0.6% | +22.9% | +23.2% |
| 30D | +7.5% | -6.9% | +14.4% | +10.9% |
| 3M | -26.6% | -4.9% | -21.7% | -25.5% |
| 6M | -39.5% | +54.1% | -93.6% | -49.0% |
| YTD | -0.3% | +48.5% | -48.8% | -15.6% |
| 1Y | -4.2% | +61.2% | -65.4% | -21.3% |
| All | +322.1% | +553.3% | -231.2% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling