+155.4%
GS vs CORZ
+159.1%
-3.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | +5.1% | +26.4% | -21.2% | +1.7% |
| 30D | +2.4% | -6.8% | +9.2% | +2.8% |
| 3M | -11.5% | -31.1% | +19.6% | -7.8% |
| 6M | -2.5% | -36.9% | +34.4% | +1.9% |
| YTD | +5.5% | -1.2% | +6.7% | +3.4% |
| 1Y | +11.0% | -12.5% | +23.6% | +10.2% |
| All | +155.4% | +159.1% | -3.7% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling