+195.0%
COHR vs GFI
+29.3%
+165.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-11 to 2026-09-11.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.8% |
| 7D | +8.3% | -2.7% | +11.0% | +9.5% |
| 30D | -14.1% | +13.2% | -27.4% | -18.5% |
| 3M | -16.0% | +28.5% | -44.5% | -25.0% |
| 6M | +21.5% | -6.2% | +27.6% | +21.3% |
| YTD | +65.4% | +8.7% | +56.7% | +56.8% |
| 1Y | +195.0% | +24.8% | +170.2% | +173.7% |
| All | +195.0% | +29.3% | +165.7% | +173.7% |
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 2025-09-11 to 2026-09-11: 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…
2025-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling