+212.2%
GLD vs COR
+534.3%
-322.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.9% |
| 7D | +4.9% | +2.3% | +2.6% | +4.9% |
| 30D | -1.3% | +6.8% | -8.1% | -1.3% |
| 3M | -4.8% | +8.1% | -12.9% | -4.8% |
| 6M | -12.5% | +33.0% | -45.5% | -12.5% |
| YTD | -4.2% | +3.0% | -7.2% | -4.1% |
| 1Y | +3.0% | -3.4% | +6.5% | +3.2% |
| 3Y | +109.1% | +80.1% | +29.0% | +108.8% |
| 5Y | +121.6% | +194.7% | -73.2% | +121.2% |
| 10Y | +212.2% | +512.3% | -300.1% | +216.0% |
| All | +212.2% | +534.3% | -322.1% | +216.0% |
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