+178.6%
COR vs FGI
-70.0%
+248.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +2.4% | -4.1% | +6.5% | +2.4% |
| 30D | +7.7% | -3.4% | +11.0% | +7.7% |
| 3M | +7.5% | +61.8% | -54.3% | +7.7% |
| 6M | +34.1% | +17.0% | +17.1% | +34.4% |
| YTD | +3.9% | +31.4% | -27.5% | +3.8% |
| 1Y | -3.6% | +42.7% | -46.3% | -3.8% |
| 3Y | +80.5% | -0.1% | +80.6% | +79.2% |
| All | +178.6% | -70.0% | +248.7% | +179.9% |
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