+51.6%
COHR vs GD
+9.0%
+42.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.6% | -3.4% | -6.6% |
| 7D | -18.6% | +3.0% | -21.5% | -17.9% |
| 30D | -41.5% | +10.5% | -52.1% | -40.0% |
| 3M | -39.7% | -5.0% | -34.8% | -39.6% |
| 6M | -40.9% | +5.5% | -46.4% | -39.5% |
| YTD | +5.7% | +10.3% | -4.6% | +6.7% |
| 1Y | +51.6% | +8.2% | +43.4% | +55.8% |
| All | +51.6% | +9.0% | +42.6% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling