+9.1%
CORZ vs GLXY
-41.9%
+51.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.2% | -1.9% | +0.8% |
| 7D | -11.2% | -14.6% | +3.4% | -4.1% |
| 30D | -26.2% | -36.2% | +9.9% | -9.0% |
| 3M | -44.1% | -30.1% | -14.0% | -34.1% |
| 6M | -52.3% | -56.1% | +3.9% | -32.6% |
| YTD | -19.2% | -38.9% | +19.7% | -3.9% |
| 1Y | -42.9% | -55.0% | +12.2% | -25.1% |
| All | +9.1% | -41.9% | +51.0% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling