+34.5%
CORZ vs GIS
-20.3%
+54.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +3.3% |
| 7D | +16.6% | -8.3% | +24.8% | +8.5% |
| 30D | -10.9% | +2.2% | -13.0% | -8.7% |
| 3M | -31.0% | +15.7% | -46.7% | -21.5% |
| 6M | +26.0% | -12.0% | +38.0% | +19.3% |
| YTD | +28.6% | -15.0% | +43.6% | +19.0% |
| 1Y | +34.5% | -20.1% | +54.6% | +19.3% |
| All | +34.5% | -20.3% | +54.8% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling