+114.4%
GLD vs CORZ
+237.5%
-123.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.4% | -1.9% |
| 7D | +0.7% | +16.6% | -15.8% | +0.3% |
| 30D | +0.3% | -10.9% | +11.2% | +0.5% |
| 3M | +0.6% | -31.0% | +31.6% | +1.3% |
| 6M | -15.6% | +26.0% | -41.6% | -16.0% |
| YTD | +0.9% | +28.6% | -27.8% | +0.4% |
| 1Y | +19.4% | +34.5% | -15.1% | +18.7% |
| All | +114.4% | +237.5% | -123.0% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling