+35.1%
COHR vs GDDY
-15.4%
+50.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -2.3% | +19.1% | +15.3% |
| 7D | +12.6% | -4.2% | +16.8% | +10.7% |
| 30D | -28.0% | +7.1% | -35.0% | -23.3% |
| 3M | -40.6% | +22.7% | -63.3% | -30.1% |
| 6M | -32.8% | +22.7% | -55.6% | -17.8% |
| YTD | +22.0% | -10.0% | +32.0% | +61.1% |
| All | +35.1% | -15.4% | +50.5% | +82.1% |
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