+194.8%
COHR vs GD
+13.1%
+181.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.8% | +8.4% | +6.5% |
| 7D | +1.0% | -5.3% | +6.2% | +0.7% |
| 30D | -14.1% | -6.4% | -7.7% | -14.4% |
| 3M | -33.2% | +5.7% | -38.9% | -33.7% |
| 6M | +2.5% | -0.9% | +3.5% | +6.6% |
| YTD | +52.7% | +8.2% | +44.6% | +49.0% |
| 1Y | +194.8% | +13.4% | +181.3% | +199.9% |
| All | +194.8% | +13.1% | +181.6% | +199.9% |
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