+65,045.6%
COHR vs GFI
+667.5%
+64,378.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.1% |
| 7D | +8.3% | -2.7% | +11.0% | +8.5% |
| 30D | -14.1% | +13.2% | -27.4% | -14.8% |
| 3M | -16.0% | +28.5% | -44.5% | -17.4% |
| 6M | +21.5% | -6.2% | +27.6% | +21.6% |
| YTD | +65.4% | +8.7% | +56.7% | +64.4% |
| 1Y | +195.0% | +24.8% | +170.2% | +190.7% |
| 3Y | +830.2% | +298.0% | +532.1% | +756.3% |
| 5Y | +397.1% | +546.0% | -148.9% | +341.4% |
| 10Y | +1,317.7% | +1,069.8% | +247.9% | +1,094.7% |
| All | +65,045.6% | +667.5% | +64,378.1% | +56,942.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling