+830.2%
COHR vs GFI
+287.6%
+542.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.4% | +4.4% |
| 7D | +8.3% | -4.9% | +13.2% | +9.5% |
| 30D | -14.1% | +10.7% | -24.9% | -16.2% |
| 3M | -16.0% | +25.6% | -41.6% | -20.6% |
| 6M | +21.5% | -8.3% | +29.7% | +21.6% |
| YTD | +65.4% | +6.3% | +59.1% | +62.5% |
| 1Y | +195.0% | +22.1% | +172.9% | +185.2% |
| 3Y | +830.2% | +289.2% | +541.0% | +630.2% |
| All | +830.2% | +287.6% | +542.5% | +630.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling