+1,710.5%
GS vs COR
+6,848.6%
-5,138.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.0% | -2.3% | -5.2% |
| 7D | -6.3% | +2.8% | -9.1% | -7.0% |
| 30D | -3.1% | +7.4% | -10.5% | -5.1% |
| 3M | -17.7% | +7.3% | -24.9% | -19.5% |
| 6M | -4.6% | +11.5% | -16.1% | -8.8% |
| YTD | +0.3% | +1.2% | -0.9% | -1.7% |
| 1Y | +11.7% | -3.3% | +15.0% | +10.8% |
| 3Y | +183.6% | +78.5% | +105.1% | +130.3% |
| 5Y | +141.0% | +183.0% | -42.0% | +68.8% |
| 10Y | +507.4% | +545.4% | -37.9% | +226.9% |
| All | +1,710.5% | +6,848.6% | -5,138.0% | +617.4% |
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 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