+179.2%
COR vs FGI
-66.3%
+245.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -0.1% |
| 7D | +2.9% | +13.5% | -10.7% | +2.9% |
| 30D | +5.8% | +17.1% | -11.3% | +5.9% |
| 3M | +11.4% | +78.0% | -66.6% | +11.7% |
| 6M | +34.5% | +46.4% | -12.0% | +34.8% |
| YTD | +4.1% | +47.7% | -43.7% | +4.1% |
| 1Y | -3.1% | +56.8% | -59.9% | -3.2% |
| 3Y | +80.9% | +12.3% | +68.6% | +79.6% |
| All | +179.2% | -66.3% | +245.5% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling