+3.5%
COR vs GFI
+6.9%
-3.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.3% | -2.4% | +4.0% |
| 7D | +9.1% | +1.4% | +7.7% | +9.1% |
| 30D | +12.4% | +3.0% | +9.4% | +12.4% |
| 3M | +15.8% | +10.2% | +5.6% | +16.0% |
| 6M | +17.1% | -10.1% | +27.1% | +17.1% |
| YTD | +5.4% | -11.4% | +16.8% | +3.6% |
| 1Y | +3.5% | +8.4% | -4.9% | -1.3% |
| All | +3.5% | +6.9% | -3.4% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling