+153.6%
GM vs CORZ
+223.2%
-69.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -0.8% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -1.1% | -14.0% | +12.9% | 0.0% |
| 3M | +6.1% | -34.1% | +40.2% | +9.2% |
| 6M | +15.0% | +8.5% | +6.5% | +13.0% |
| YTD | +6.0% | +23.2% | -17.2% | +2.8% |
| 1Y | +47.1% | +15.4% | +31.7% | +42.7% |
| All | +153.6% | +223.2% | -69.7% | +128.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling