+194.8%
COHR vs GLDM
+24.7%
+170.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.9% | +7.5% | +7.2% |
| 7D | +1.0% | -0.5% | +1.5% | +1.2% |
| 30D | -14.1% | +4.4% | -18.5% | -16.6% |
| 3M | -33.2% | -1.1% | -32.1% | -32.8% |
| 6M | +2.5% | -13.7% | +16.2% | +9.9% |
| YTD | +52.7% | +2.8% | +49.9% | +54.5% |
| 1Y | +194.8% | +24.8% | +169.9% | +150.2% |
| All | +194.8% | +24.7% | +170.0% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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