+116.4%
GLD vs CORZ
+225.9%
-109.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.0% |
| 7D | +0.1% | +7.6% | -7.5% | -0.1% |
| 30D | +0.2% | -6.9% | +7.1% | +0.3% |
| 3M | +3.2% | -33.0% | +36.2% | +4.0% |
| 6M | -14.6% | +19.3% | -34.0% | -15.0% |
| YTD | +1.8% | +24.2% | -22.5% | +1.4% |
| 1Y | +20.7% | +24.5% | -3.8% | +20.2% |
| All | +116.4% | +225.9% | -109.6% | +117.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling