+241.9%
CORZ vs GTLB
-32.4%
+274.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.2% | +3.9% |
| 7D | -11.2% | -11.1% | -0.2% | -8.0% |
| 30D | -26.2% | -7.5% | -18.7% | -24.4% |
| 3M | -44.1% | +34.8% | -78.9% | -49.3% |
| 6M | -52.3% | +98.0% | -150.2% | -63.0% |
| YTD | -19.2% | +28.1% | -47.4% | -27.1% |
| 1Y | -42.9% | +5.6% | -48.4% | -44.5% |
| All | +241.9% | -32.4% | +274.3% | +287.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling