+241.9%
CORZ vs GIS
-37.0%
+278.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.6% | +5.9% | +1.3% |
| 7D | -11.2% | +3.6% | -14.8% | -8.0% |
| 30D | -26.2% | +13.9% | -40.1% | -17.2% |
| 3M | -44.1% | +0.3% | -44.5% | -42.5% |
| 6M | -52.3% | +5.0% | -57.2% | -48.1% |
| YTD | -19.2% | -18.4% | -0.9% | -24.9% |
| 1Y | -42.9% | -17.4% | -25.4% | -46.3% |
| All | +241.9% | -37.0% | +278.8% | +186.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling