+393.6%
COHR vs GIS
-25.1%
+418.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.0% |
| 7D | +8.3% | -6.4% | +14.7% | +4.3% |
| 30D | -14.1% | -6.1% | -8.0% | -16.6% |
| 3M | -16.0% | +7.8% | -23.8% | -10.9% |
| 6M | +21.5% | -8.8% | +30.3% | +20.8% |
| YTD | +65.4% | -19.1% | +84.6% | +57.3% |
| 1Y | +195.0% | -24.8% | +219.8% | +175.4% |
| 3Y | +830.2% | -37.6% | +867.7% | +724.7% |
| All | +393.6% | -25.1% | +418.6% | +315.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling