-47.7%
CORZ vs GLXY
-36.6%
-11.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -7.1% | -3.7% | -6.2% |
| 7D | -21.1% | -28.4% | +7.3% | -3.5% |
| 30D | -31.8% | -41.4% | +9.6% | -6.5% |
| 3M | -47.7% | -31.9% | -15.8% | -34.9% |
| All | -47.7% | -36.6% | -11.1% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 3mo: compounded portfolio wealth divided by compounded GLXY 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…
3mo analysis · Full analysis span regression · Available span rolling