+42.5%
GM vs COR
+203.9%
-161.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.2% | -0.7% |
| 7D | -0.2% | +7.8% | -8.0% | -1.3% |
| 30D | +3.6% | +7.0% | -3.5% | +2.5% |
| 3M | -0.2% | +16.3% | -16.5% | -2.3% |
| 6M | +13.9% | +41.3% | -27.4% | +8.8% |
| YTD | +6.5% | +7.1% | -0.7% | +4.9% |
| 1Y | +20.7% | -0.8% | +21.5% | +20.8% |
| 3Y | +229.5% | +85.0% | +144.5% | +165.4% |
| All | +42.5% | +203.9% | -161.4% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling