-12.5%
CORZ vs GPC
0.0%
-12.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.4% |
| 7D | +26.4% | -1.3% | +27.6% | +26.1% |
| 30D | -6.8% | -6.0% | -0.8% | -7.4% |
| 3M | -31.1% | -7.6% | -23.5% | -31.6% |
| 6M | -36.9% | +24.2% | -61.1% | -41.0% |
| YTD | -1.2% | +2.7% | -3.9% | -4.7% |
| 1Y | -12.5% | +0.2% | -12.7% | -13.5% |
| All | -12.5% | 0.0% | -12.6% | -13.5% |
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