+1,298.9%
COHR vs GFI
+1,093.3%
+205.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.1% |
| 7D | +8.3% | -2.7% | +11.0% | +8.6% |
| 30D | -14.1% | +13.2% | -27.4% | -15.2% |
| 3M | -16.0% | +28.5% | -44.5% | -18.1% |
| 6M | +21.5% | -6.2% | +27.6% | +21.4% |
| YTD | +65.4% | +8.7% | +56.7% | +63.9% |
| 1Y | +195.0% | +24.8% | +170.2% | +189.7% |
| 3Y | +830.2% | +298.0% | +532.1% | +751.7% |
| 5Y | +397.1% | +546.0% | -148.9% | +340.1% |
| All | +1,298.9% | +1,093.3% | +205.5% | +1,305.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling