+176.3%
COR vs FGI
-70.0%
+246.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.7% |
| 7D | +2.3% | -1.4% | +3.7% | +2.3% |
| 30D | +6.8% | -3.2% | +10.0% | +6.8% |
| 3M | +8.1% | +64.1% | -56.0% | +8.3% |
| 6M | +33.0% | +17.2% | +15.8% | +33.3% |
| YTD | +3.0% | +31.6% | -28.6% | +3.0% |
| 1Y | -3.4% | +45.1% | -48.5% | -3.6% |
| 3Y | +80.1% | -2.0% | +82.1% | +79.1% |
| All | +176.3% | -70.0% | +246.3% | +177.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling