+230.8%
CORZ vs GPC
-5.3%
+236.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.6% | -9.3% | -10.6% |
| 7D | -21.1% | +1.7% | -22.8% | -21.3% |
| 30D | -31.8% | -2.3% | -29.5% | -31.6% |
| 3M | -47.7% | -4.5% | -43.2% | -47.5% |
| 6M | -48.7% | +21.6% | -70.3% | -52.1% |
| YTD | -21.8% | +4.0% | -25.9% | -24.3% |
| 1Y | -47.8% | +3.5% | -51.3% | -49.5% |
| All | +230.8% | -5.3% | +236.1% | +213.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling