+34.5%
CORZ vs GTLB
+2.8%
+31.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -5.4% | +10.1% | +4.8% |
| 7D | +16.6% | +4.6% | +12.0% | +16.4% |
| 30D | -10.9% | +21.0% | -31.8% | -11.3% |
| 3M | -31.0% | +51.7% | -82.7% | -32.1% |
| 6M | +26.0% | +89.3% | -63.2% | +20.8% |
| YTD | +28.6% | +25.6% | +3.0% | +32.8% |
| 1Y | +34.5% | -1.5% | +36.0% | +50.0% |
| All | +34.5% | +2.8% | +31.7% | +50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling