+21.5%
COHR vs GFI
-7.2%
+28.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.4% | +4.7% |
| 7D | +8.3% | -4.9% | +13.2% | +10.7% |
| 30D | -14.1% | +10.7% | -24.9% | -18.4% |
| 3M | -16.0% | +25.6% | -41.6% | -25.9% |
| 6M | +21.5% | -8.3% | +29.7% | +24.2% |
| All | +21.5% | -7.2% | +28.7% | +24.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling