-7.2%
GLD vs CORZ
-9.6%
+2.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | -4.6% | +23.5% | -28.1% | -6.4% |
| 30D | -5.5% | +7.5% | -12.9% | -6.4% |
| 3M | -10.9% | -26.6% | +15.7% | -8.7% |
| 6M | -17.4% | -39.5% | +22.1% | -14.2% |
| YTD | -10.3% | -0.3% | -10.0% | -12.0% |
| 1Y | -7.2% | -4.2% | -2.9% | -8.9% |
| All | -7.2% | -9.6% | +2.5% | -8.9% |
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