+55.9%
COHR vs GD
+5.9%
+50.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.0% |
| 7D | +13.1% | +2.7% | +10.5% | +13.5% |
| 30D | -17.2% | +8.6% | -25.8% | -15.4% |
| 3M | -33.3% | -7.1% | -26.3% | -33.5% |
| 6M | -46.0% | +7.5% | -53.4% | -45.2% |
| YTD | +18.2% | +9.9% | +8.3% | +18.0% |
| 1Y | +55.9% | +7.6% | +48.3% | +59.7% |
| All | +55.9% | +5.9% | +50.0% | +59.7% |
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