+26.1%
COHR vs GIS
-15.9%
+42.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +1.7% | -14.7% | -11.0% |
| 7D | -28.4% | +9.4% | -37.9% | -19.8% |
| 30D | -49.8% | +15.5% | -65.3% | -39.3% |
| 3M | -48.3% | +3.4% | -51.7% | -43.4% |
| 6M | -49.4% | +9.4% | -58.8% | -38.8% |
| YTD | -8.0% | -16.2% | +8.2% | -11.4% |
| 1Y | +26.1% | -16.0% | +42.1% | +25.5% |
| All | +26.1% | -15.9% | +42.0% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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