+420.1%
CORZ vs GPC
+5.1%
+415.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +8.4% | +1.2% | +7.2% | +8.2% |
| 30D | -17.8% | +6.0% | -23.8% | -18.5% |
| 3M | -35.9% | +42.6% | -78.5% | -41.9% |
| 6M | +12.9% | +22.8% | -9.8% | +6.8% |
| YTD | +22.9% | +15.5% | +7.4% | +17.5% |
| 1Y | +31.4% | +2.0% | +29.3% | +30.3% |
| All | +420.1% | +5.1% | +415.0% | +386.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling