+323.5%
CORZ vs GTLB
-33.5%
+357.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.4% | +9.6% | +10.6% |
| 7D | +14.2% | -9.6% | +23.8% | +17.7% |
| 30D | -3.0% | -15.5% | +12.5% | +1.9% |
| 3M | -26.3% | +12.4% | -38.6% | -29.2% |
| 6M | -36.5% | +84.6% | -121.1% | -49.4% |
| YTD | +0.1% | +26.1% | -26.0% | -9.3% |
| 1Y | -15.9% | +1.7% | -17.6% | -17.1% |
| All | +323.5% | -33.5% | +357.1% | +381.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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