+377.2%
COHR vs GD
+92.0%
+285.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.6% |
| 7D | +10.9% | -3.2% | +14.1% | +12.2% |
| 30D | -10.8% | -9.6% | -1.2% | -7.3% |
| 3M | -17.4% | +4.3% | -21.7% | -19.7% |
| 6M | +12.5% | +0.5% | +12.0% | +10.6% |
| YTD | +58.8% | +6.6% | +52.2% | +51.0% |
| 1Y | +183.3% | +11.6% | +171.7% | +163.4% |
| 3Y | +783.0% | +72.6% | +710.5% | +546.4% |
| 5Y | +377.2% | +95.2% | +282.1% | +213.0% |
| All | +377.2% | +92.0% | +285.3% | +213.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling