+420.1%
CORZ vs GIS
-33.3%
+453.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -1.9% |
| 7D | +8.4% | -7.8% | +16.2% | +2.1% |
| 30D | -17.8% | +6.6% | -24.4% | -13.3% |
| 3M | -35.9% | +21.0% | -56.9% | -25.1% |
| 6M | +12.9% | -9.1% | +22.0% | +10.2% |
| YTD | +22.9% | -13.6% | +36.5% | +16.7% |
| 1Y | +31.4% | -18.0% | +49.4% | +21.8% |
| All | +420.1% | -33.3% | +453.3% | +345.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling