+142.0%
GS vs CORZ
+111.9%
+30.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.8% |
| 7D | -3.2% | -11.2% | +8.0% | -1.9% |
| 30D | -2.4% | -26.2% | +23.8% | +1.2% |
| 3M | -15.7% | -44.1% | +28.4% | -9.6% |
| 6M | -6.8% | -52.3% | +45.5% | +1.2% |
| YTD | -0.1% | -19.2% | +19.2% | +0.8% |
| 1Y | +12.1% | -42.9% | +55.0% | +17.3% |
| All | +142.0% | +111.9% | +30.1% | +114.3% |
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