+103.6%
GLD vs CORZ
+129.2%
-25.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.2% | -6.3% | +1.6% |
| 7D | +4.9% | +1.7% | +3.2% | +4.8% |
| 30D | -1.3% | -17.5% | +16.1% | -0.9% |
| 3M | -4.8% | -39.5% | +34.7% | -3.7% |
| 6M | -12.5% | -44.5% | +32.0% | -11.4% |
| YTD | -4.2% | -12.6% | +8.4% | -3.8% |
| 1Y | +3.0% | -37.0% | +40.0% | +3.7% |
| All | +103.6% | +129.2% | -25.6% | +106.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling