+231.1%
GM vs COR
+406.5%
-175.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.4% | -2.8% | +0.4% | -1.6% |
| 30D | -1.1% | +2.6% | -3.7% | -1.9% |
| 3M | +6.1% | +14.5% | -8.3% | +1.7% |
| 6M | +15.0% | -7.8% | +22.8% | +16.7% |
| YTD | +6.0% | -4.2% | +10.2% | +5.6% |
| 1Y | +47.1% | +7.0% | +40.1% | +40.9% |
| 3Y | +170.5% | +85.5% | +85.0% | +106.5% |
| 5Y | +80.5% | +181.2% | -100.7% | +16.6% |
| All | +231.1% | +406.5% | -175.4% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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