+19.7%
GS vs COR
+5.5%
+14.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.0% | -0.4% | +3.7% |
| 7D | +0.3% | +9.1% | -8.8% | +0.6% |
| 30D | +3.9% | +12.4% | -8.5% | +4.3% |
| 3M | -11.4% | +15.8% | -27.2% | -10.9% |
| 6M | +3.7% | +17.1% | -13.4% | +4.3% |
| YTD | +7.1% | +5.4% | +1.7% | +11.1% |
| 1Y | +19.7% | +3.5% | +16.1% | +24.0% |
| All | +19.7% | +5.5% | +14.2% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling