+619.6%
COHR vs GGLL
+328.4%
+291.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.1% | +7.2% | +7.1% |
| 7D | +11.0% | +1.9% | +9.1% | +10.1% |
| 30D | -20.4% | -9.7% | -10.6% | -17.9% |
| 3M | -24.9% | -18.0% | -6.9% | -21.6% |
| 6M | +28.1% | +15.3% | +12.8% | +12.0% |
| YTD | +63.6% | +2.2% | +61.4% | +49.9% |
| 1Y | +205.9% | +73.1% | +132.9% | +121.6% |
| 3Y | +809.3% | +242.7% | +566.6% | +356.9% |
| All | +619.6% | +328.4% | +291.3% | +213.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling