+141.0%
GS vs COR
+185.3%
-44.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.0% | -2.3% | -5.8% |
| 7D | -6.3% | +2.8% | -9.1% | -6.6% |
| 30D | -3.1% | +7.4% | -10.5% | -4.0% |
| 3M | -17.7% | +7.3% | -24.9% | -18.4% |
| 6M | -4.6% | +11.5% | -16.1% | -6.5% |
| YTD | +0.3% | +1.2% | -0.9% | +0.2% |
| 1Y | +11.7% | -3.3% | +15.0% | +12.6% |
| 3Y | +183.6% | +78.5% | +105.1% | +132.7% |
| 5Y | +141.0% | +183.0% | -42.0% | +56.1% |
| All | +141.0% | +185.3% | -44.3% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling