Left panel: contrast curve (i.e. azimuthal average of the best fit relative flux) for simulated data of an unresolved host star without any companion affected by correlated errors, computed with model fitting assuming uncorrelated data (blue curve) and correlated data (orange curve). Both curves show the mean contrast curve over 100 simulated data sets and the shaded region highlights its standard deviation. The dashed black line shows the ratio of the blue and the orange curve, representing the improvement (i.e. the factor by which the detection limits improve) when using our correlated error model instead of the classical uncorrelated one. Right panel: same, but for the real GRAVITY data introduced in Sect. 2.3.