-17.3%
GIS vs COR
+485.1%
-502.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +1.8% |
| 7D | -3.4% | +7.6% | -11.0% | -5.0% |
| 30D | +6.9% | +6.8% | +0.1% | +5.3% |
| 3M | -10.1% | +16.0% | -26.2% | -13.2% |
| 6M | +5.9% | +41.0% | -35.2% | -2.3% |
| YTD | -21.1% | +6.9% | -28.0% | -23.2% |
| 1Y | -22.5% | -1.0% | -21.5% | -23.1% |
| 3Y | -39.0% | +84.6% | -123.6% | -48.7% |
| 5Y | -33.3% | +203.3% | -236.6% | -50.8% |
| All | -17.3% | +485.1% | -502.3% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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