+404.9%
CORZ vs GPN
-31.0%
+436.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.8% | -5.7% | -4.3% |
| 7D | -3.0% | -3.5% | +0.5% | -2.4% |
| 30D | -12.1% | +3.1% | -15.2% | -12.7% |
| 3M | -32.4% | +42.3% | -74.7% | -38.1% |
| 6M | +12.4% | +20.9% | -8.5% | +6.6% |
| YTD | +19.3% | +15.2% | +4.1% | +14.3% |
| 1Y | +8.6% | +5.4% | +3.2% | +6.6% |
| All | +404.9% | -31.0% | +436.0% | +422.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling