+393.6%
COHR vs GDDY
+29.8%
+363.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +3.8% |
| 7D | +8.3% | -3.2% | +11.5% | +8.8% |
| 30D | -14.1% | +6.8% | -20.9% | -16.4% |
| 3M | -16.0% | +30.5% | -46.5% | -26.6% |
| 6M | +21.5% | +13.3% | +8.1% | +9.1% |
| YTD | +65.4% | -21.0% | +86.4% | +77.3% |
| 1Y | +195.0% | -34.0% | +229.0% | +251.1% |
| 3Y | +830.2% | +33.1% | +797.1% | +615.0% |
| All | +393.6% | +29.8% | +363.8% | +329.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling