+318.0%
CORZ vs GPN
-31.1%
+349.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -12.0% | +10.7% | +0.2% |
| 7D | +26.4% | -7.1% | +33.5% | +27.4% |
| 30D | -6.8% | +7.7% | -14.5% | -8.2% |
| 3M | -31.1% | -0.1% | -31.0% | -31.5% |
| 6M | -36.9% | +29.4% | -66.3% | -41.2% |
| YTD | -1.2% | +15.1% | -16.3% | -5.8% |
| 1Y | -12.5% | +15.4% | -28.0% | -16.8% |
| All | +318.0% | -31.1% | +349.1% | +331.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling