+179.3%
COR vs GFI
+524.1%
-344.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.2% |
| 7D | -2.8% | -4.9% | +2.0% | -2.7% |
| 30D | +2.6% | +10.7% | -8.2% | +2.2% |
| 3M | +14.5% | +25.6% | -11.2% | +13.6% |
| 6M | -7.8% | -8.3% | +0.4% | -7.6% |
| YTD | -4.2% | +6.3% | -10.5% | -4.8% |
| 1Y | +7.0% | +22.1% | -15.1% | +5.3% |
| 3Y | +85.5% | +289.2% | -203.7% | +70.8% |
| All | +179.3% | +524.1% | -344.8% | +157.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling