+603.8%
COHR vs GH
+467.1%
+136.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.4% |
| 7D | +8.3% | -2.5% | +10.8% | +9.1% |
| 30D | -14.1% | -4.7% | -9.5% | -12.9% |
| 3M | -16.0% | +20.2% | -36.2% | -20.1% |
| 6M | +21.5% | +78.8% | -57.3% | +3.2% |
| YTD | +65.4% | +54.1% | +11.4% | +45.5% |
| 1Y | +195.0% | +177.1% | +17.9% | +119.0% |
| 3Y | +830.2% | +371.6% | +458.5% | +461.4% |
| 5Y | +397.1% | +21.9% | +375.2% | +284.0% |
| All | +603.8% | +467.1% | +136.6% | +271.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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