+62,442.9%
COHR vs GAP
+2,098.4%
+60,344.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -3.0% |
| 7D | +10.9% | -6.3% | +17.2% | +12.3% |
| 30D | -10.8% | -0.2% | -10.5% | -11.2% |
| 3M | -17.4% | 0.0% | -17.4% | -18.4% |
| 6M | +12.5% | -8.1% | +20.6% | +12.6% |
| YTD | +58.8% | -16.5% | +75.3% | +61.4% |
| 1Y | +183.3% | -10.5% | +193.7% | +182.9% |
| 3Y | +783.0% | +104.0% | +679.1% | +631.4% |
| 5Y | +377.2% | +6.8% | +370.5% | +329.0% |
| 10Y | +1,261.0% | +26.9% | +1,234.1% | +978.4% |
| All | +62,442.9% | +2,098.4% | +60,344.5% | +45,208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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