+194.8%
COHR vs GFI
+45.3%
+149.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.6% | +8.2% | +7.2% |
| 7D | +1.0% | +3.1% | -2.2% | -0.5% |
| 30D | -14.1% | +27.1% | -41.2% | -22.1% |
| 3M | -33.2% | +21.2% | -54.4% | -38.8% |
| 6M | +2.5% | -4.5% | +7.0% | +1.7% |
| YTD | +52.7% | +11.7% | +41.0% | +43.1% |
| 1Y | +194.8% | +46.0% | +148.7% | +150.5% |
| All | +194.8% | +45.3% | +149.5% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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