+190.3%
GS vs CORZ
+222.3%
-32.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +0.9% | +8.4% | -7.4% | -0.2% |
| 30D | -1.6% | -17.8% | +16.2% | +0.9% |
| 3M | -4.5% | -35.9% | +31.4% | +0.4% |
| 6M | +20.9% | +12.9% | +7.9% | +17.5% |
| YTD | +19.9% | +22.9% | -3.0% | +15.0% |
| 1Y | +41.4% | +31.4% | +10.1% | +33.6% |
| All | +190.3% | +222.3% | -32.1% | +144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling