+238.7%
GM vs COR
+1,425.0%
-1,186.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -1.6% |
| 7D | +0.4% | -1.9% | +2.3% | +1.0% |
| 30D | -1.8% | +1.5% | -3.4% | -2.4% |
| 3M | +2.6% | +18.7% | -16.1% | -3.6% |
| 6M | +14.6% | -9.0% | +23.6% | +16.9% |
| YTD | +6.2% | -3.3% | +9.5% | +5.3% |
| 1Y | +48.7% | +9.8% | +38.8% | +40.0% |
| 3Y | +168.3% | +87.4% | +81.0% | +98.0% |
| 5Y | +82.8% | +180.5% | -97.7% | +12.8% |
| 10Y | +226.2% | +398.1% | -171.9% | +51.4% |
| All | +238.7% | +1,425.0% | -1,186.3% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling