+739.4%
GLD vs COR
+3,472.6%
-2,733.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.8% |
| 7D | +4.7% | +0.8% | +3.9% | +4.7% |
| 30D | -0.9% | +5.1% | -6.0% | -0.9% |
| 3M | -4.4% | +2.8% | -7.2% | -4.4% |
| 6M | -13.6% | +32.5% | -46.1% | -13.5% |
| YTD | -6.0% | -0.7% | -5.4% | -5.9% |
| 1Y | +1.8% | -6.7% | +8.5% | +1.8% |
| 3Y | +103.2% | +73.7% | +29.4% | +103.3% |
| 5Y | +119.3% | +177.9% | -58.5% | +119.8% |
| 10Y | +199.5% | +533.8% | -334.3% | +201.7% |
| All | +739.4% | +3,472.6% | -2,733.2% | +755.6% |
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