+444.5%
CORZ vs GTLB
-33.8%
+478.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -5.4% | +10.1% | +6.2% |
| 7D | +16.6% | +4.6% | +12.0% | +14.8% |
| 30D | -10.9% | +21.0% | -31.8% | -16.4% |
| 3M | -31.0% | +51.7% | -82.7% | -40.5% |
| 6M | +26.0% | +89.3% | -63.2% | -2.1% |
| YTD | +28.6% | +25.6% | +3.0% | +16.7% |
| 1Y | +34.5% | -1.5% | +36.0% | +33.4% |
| All | +444.5% | -33.8% | +478.2% | +520.1% |
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