+486.7%
GS vs COR
+524.4%
-37.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -3.2% | +0.8% | -4.0% | -3.4% |
| 30D | -2.4% | +5.1% | -7.6% | -4.0% |
| 3M | -15.7% | +2.8% | -18.6% | -16.7% |
| 6M | -6.8% | +32.5% | -39.3% | -16.1% |
| YTD | -0.1% | -0.7% | +0.6% | -1.6% |
| 1Y | +12.1% | -6.7% | +18.8% | +12.8% |
| 3Y | +185.8% | +73.7% | +112.1% | +118.4% |
| 5Y | +140.1% | +177.9% | -37.8% | +47.3% |
| All | +486.7% | +524.4% | -37.7% | +154.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling