+24.5%
GLD vs CORZ
+32.3%
-7.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -0.5% | +8.4% | -8.9% | -1.2% |
| 30D | +4.4% | -17.8% | +22.2% | +5.9% |
| 3M | -1.1% | -35.9% | +34.8% | +2.1% |
| 6M | -13.8% | +12.9% | -26.7% | -15.6% |
| YTD | +2.6% | +22.9% | -20.2% | +0.7% |
| 1Y | +24.5% | +31.4% | -6.8% | +20.6% |
| All | +24.5% | +32.3% | -7.8% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 1y: compounded portfolio wealth divided by compounded CORZ 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…
1y analysis · Full analysis span regression · 6 months rolling