+816.6%
GLD vs COR
+3,444.7%
-2,628.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.8% |
| 7D | -0.5% | +2.8% | -3.3% | -0.5% |
| 30D | +4.4% | +4.5% | -0.1% | +4.4% |
| 3M | -1.1% | +22.7% | -23.8% | -1.1% |
| 6M | -13.8% | -9.7% | -4.1% | -13.7% |
| YTD | +2.6% | -1.4% | +4.1% | +2.7% |
| 1Y | +24.5% | +13.9% | +10.6% | +24.6% |
| 3Y | +125.8% | +94.0% | +31.9% | +126.0% |
| 5Y | +137.8% | +184.0% | -46.2% | +138.3% |
| 10Y | +221.4% | +406.8% | -185.4% | +223.5% |
| All | +816.6% | +3,444.7% | -2,628.1% | +834.3% |
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