+17,119.9%
COR vs GFI
+600.8%
+16,519.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.9% |
| 7D | -1.9% | +5.7% | -7.6% | -2.0% |
| 30D | +1.5% | +15.6% | -14.1% | +1.3% |
| 3M | +18.7% | +31.5% | -12.8% | +18.1% |
| 6M | -9.0% | -3.7% | -5.3% | -9.1% |
| YTD | -3.3% | +11.2% | -14.5% | -3.7% |
| 1Y | +9.8% | +36.4% | -26.5% | +8.9% |
| 3Y | +87.4% | +313.5% | -226.2% | +82.0% |
| 5Y | +180.5% | +528.0% | -347.5% | +169.9% |
| 10Y | +398.1% | +1,021.4% | -623.3% | +371.5% |
| All | +17,119.9% | +600.8% | +16,519.1% | +16,986.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling