+81.6%
GM vs COR
+179.1%
-97.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.6% | +2.9% |
| 7D | -1.1% | -4.8% | +3.8% | -0.4% |
| 30D | -3.4% | -3.7% | +0.3% | -3.0% |
| 3M | +8.7% | +14.3% | -5.7% | +6.7% |
| 6M | +15.4% | -8.5% | +23.9% | +17.0% |
| YTD | +6.6% | -4.4% | +11.0% | +6.8% |
| 1Y | +51.5% | +9.1% | +42.4% | +47.0% |
| 3Y | +169.3% | +85.2% | +84.2% | +106.5% |
| 5Y | +81.6% | +180.7% | -99.1% | +8.5% |
| All | +81.6% | +179.1% | -97.5% | +8.5% |
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 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