+396.8%
COHR vs FGI
-66.8%
+463.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +4.2% |
| 7D | +8.3% | +12.1% | -3.8% | +8.3% |
| 30D | -14.1% | +75.7% | -89.8% | -14.6% |
| 3M | -16.0% | +31.7% | -47.7% | -16.1% |
| 6M | +21.5% | +111.5% | -90.0% | +18.9% |
| YTD | +65.4% | +45.8% | +19.7% | +62.9% |
| 1Y | +195.0% | +112.5% | +82.5% | +186.5% |
| 3Y | +830.2% | +8.5% | +821.7% | +816.8% |
| All | +396.8% | -66.8% | +463.5% | +424.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling