+281.7%
CORZ vs GIS
-38.6%
+320.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +2.6% |
| 7D | -7.8% | +1.5% | -9.3% | -6.0% |
| 30D | -14.8% | +9.2% | -24.0% | -7.4% |
| 3M | -32.5% | -5.4% | -27.1% | -33.5% |
| 6M | -42.7% | +3.4% | -46.1% | -38.6% |
| YTD | -9.8% | -20.5% | +10.6% | -17.8% |
| 1Y | -31.9% | -20.0% | -12.0% | -37.4% |
| All | +281.7% | -38.6% | +320.3% | +214.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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