+778.5%
COHR vs GEHC
+2.1%
+776.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.4% |
| 7D | +8.3% | -7.2% | +15.5% | +11.5% |
| 30D | -14.1% | -11.6% | -2.6% | -10.2% |
| 3M | -16.0% | -0.8% | -15.2% | -18.3% |
| 6M | +21.5% | -11.9% | +33.4% | +24.8% |
| YTD | +65.4% | -21.9% | +87.4% | +79.2% |
| 1Y | +195.0% | -17.8% | +212.9% | +208.5% |
| 3Y | +830.2% | -3.5% | +833.7% | +772.6% |
| All | +778.5% | +2.1% | +776.4% | +727.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 all: compounded portfolio wealth divided by compounded GEHC 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…
all analysis · Full analysis span regression · 6 months rolling