+399.1%
COHR vs GFS
0.0%
+399.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +2.9% |
| 7D | +8.3% | +3.8% | +4.5% | +6.0% |
| 30D | -14.1% | -11.7% | -2.4% | -7.4% |
| 3M | -16.0% | -41.8% | +25.8% | +16.7% |
| 6M | +21.5% | +6.6% | +14.8% | +23.0% |
| YTD | +65.4% | +34.6% | +30.8% | +47.9% |
| 1Y | +195.0% | +46.2% | +148.9% | +151.8% |
| 3Y | +830.2% | -20.3% | +850.5% | +916.0% |
| All | +399.1% | 0.0% | +399.1% | +400.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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