+194.8%
COHR vs GGLL
+80.0%
+114.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.3% | +8.9% | +7.2% |
| 7D | +1.0% | -4.8% | +5.7% | +2.1% |
| 30D | -14.1% | -13.7% | -0.4% | -11.2% |
| 3M | -33.2% | -21.9% | -11.3% | -29.4% |
| 6M | +2.5% | +11.7% | -9.1% | -12.0% |
| YTD | +52.7% | +2.3% | +50.4% | +35.0% |
| 1Y | +194.8% | +76.2% | +118.6% | +101.2% |
| All | +194.8% | +80.0% | +114.8% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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