+2,064.0%
GS vs COR
+6,670.0%
-4,606.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.6% |
| 7D | +0.9% | +2.8% | -1.8% | +0.1% |
| 30D | -1.6% | +4.5% | -6.1% | -3.0% |
| 3M | -4.5% | +22.7% | -27.1% | -10.5% |
| 6M | +20.9% | -9.7% | +30.6% | +22.9% |
| YTD | +19.9% | -1.4% | +21.3% | +18.4% |
| 1Y | +41.4% | +13.9% | +27.5% | +33.4% |
| 3Y | +239.2% | +94.0% | +145.2% | +168.3% |
| 5Y | +185.0% | +184.0% | +1.0% | +99.3% |
| 10Y | +655.0% | +406.8% | +248.2% | +331.8% |
| All | +2,064.0% | +6,670.0% | -4,606.0% | +764.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling