+185.8%
GS vs COR
+74.4%
+111.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | -3.2% | +0.8% | -4.0% | -3.1% |
| 30D | -2.4% | +5.1% | -7.6% | -2.2% |
| 3M | -15.7% | +2.8% | -18.6% | -15.6% |
| 6M | -6.8% | +32.5% | -39.3% | -7.0% |
| YTD | -0.1% | -0.7% | +0.6% | +1.1% |
| 1Y | +12.1% | -6.7% | +18.8% | +13.5% |
| 3Y | +185.8% | +73.7% | +112.1% | +205.0% |
| All | +185.8% | +74.4% | +111.4% | +205.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling