-23.6%
GIS vs COR
+8.7%
-32.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -3.0% |
| 7D | -8.4% | -4.8% | -3.6% | -8.0% |
| 30D | -5.2% | -3.7% | -1.5% | -4.9% |
| 3M | +8.2% | +14.3% | -6.2% | +6.8% |
| 6M | -12.0% | -8.5% | -3.5% | -12.0% |
| YTD | -18.9% | -4.4% | -14.5% | -20.0% |
| 1Y | -23.6% | +9.1% | -32.8% | -30.7% |
| All | -23.6% | +8.7% | -32.3% | -30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling