+718.5%
GIS vs COR
+17,545.2%
-16,826.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.2% |
| 7D | -7.8% | +2.8% | -10.6% | -8.2% |
| 30D | +6.6% | +4.5% | +2.0% | +5.9% |
| 3M | +21.0% | +22.7% | -1.7% | +17.6% |
| 6M | -9.1% | -9.7% | +0.7% | -8.2% |
| YTD | -13.6% | -1.4% | -12.2% | -14.0% |
| 1Y | -18.0% | +13.9% | -31.9% | -20.0% |
| 3Y | -33.7% | +94.0% | -127.6% | -40.1% |
| 5Y | -19.4% | +184.0% | -203.5% | -31.1% |
| 10Y | -21.3% | +406.8% | -428.0% | -38.7% |
| All | +718.5% | +17,545.2% | -16,826.7% | +364.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling