+156.2%
GS vs CORZ
+161.6%
-5.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | +0.2% |
| 7D | +5.9% | +23.5% | -17.6% | +2.7% |
| 30D | +4.3% | +7.5% | -3.2% | +2.7% |
| 3M | -11.7% | -26.6% | +14.9% | -8.7% |
| 6M | -3.2% | -39.5% | +36.3% | +1.8% |
| YTD | +5.8% | -0.3% | +6.1% | +3.6% |
| 1Y | +16.0% | -4.2% | +20.2% | +13.9% |
| All | +156.2% | +161.6% | -5.4% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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