+96.6%
GLD vs COR
+80.8%
+15.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -5.5% | +2.9% | -8.3% | -5.5% |
| 30D | -7.0% | +5.8% | -12.9% | -7.0% |
| 3M | -12.4% | +11.4% | -23.8% | -12.2% |
| 6M | -18.0% | +34.5% | -52.5% | -17.7% |
| YTD | -10.5% | +4.1% | -14.5% | -9.8% |
| 1Y | -8.1% | -3.1% | -4.9% | -7.2% |
| All | +96.6% | +80.8% | +15.8% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling