+195.0%
COHR vs GFI
+26.4%
+168.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.4% | +4.7% |
| 7D | +8.3% | -4.9% | +13.2% | +10.4% |
| 30D | -14.1% | +10.7% | -24.9% | -17.9% |
| 3M | -16.0% | +25.6% | -41.6% | -24.3% |
| 6M | +21.5% | -8.3% | +29.7% | +22.3% |
| YTD | +65.4% | +6.3% | +59.1% | +58.2% |
| 1Y | +195.0% | +22.1% | +172.9% | +176.0% |
| All | +195.0% | +26.4% | +168.6% | +176.0% |
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