-41.3%
CORZ vs GPC
+6.5%
-47.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.7% | -12.1% | -10.1% |
| 7D | -14.9% | +4.1% | -19.1% | -14.3% |
| 30D | -23.1% | +0.1% | -23.3% | -22.9% |
| 3M | -44.1% | -3.9% | -40.2% | -44.2% |
| 6M | -39.5% | +24.4% | -63.9% | -42.3% |
| YTD | -12.4% | +5.7% | -18.0% | -14.0% |
| 1Y | -41.3% | +6.8% | -48.1% | -39.4% |
| All | -41.3% | +6.5% | -47.8% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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