+194.8%
COHR vs GDDY
-29.3%
+224.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.2% | +8.8% | +5.5% |
| 7D | +1.0% | +3.7% | -2.7% | +2.9% |
| 30D | -14.1% | +10.4% | -24.5% | -8.8% |
| 3M | -33.2% | +19.4% | -52.6% | -25.1% |
| 6M | +2.5% | +14.3% | -11.7% | +15.2% |
| YTD | +52.7% | -18.4% | +71.1% | +80.8% |
| 1Y | +194.8% | -30.1% | +224.9% | +260.2% |
| All | +194.8% | -29.3% | +224.1% | +260.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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