+542.9%
COHR vs GLDM
+239.3%
+303.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.7% |
| 7D | +10.9% | -3.4% | +14.3% | +12.4% |
| 30D | -10.8% | -1.1% | -9.7% | -10.4% |
| 3M | -17.4% | +5.9% | -23.2% | -19.2% |
| 6M | +12.5% | -16.9% | +29.4% | +19.9% |
| YTD | +58.8% | +0.2% | +58.7% | +60.2% |
| 1Y | +183.3% | +18.6% | +164.7% | +172.3% |
| 3Y | +783.0% | +124.6% | +658.4% | +597.1% |
| 5Y | +377.2% | +140.6% | +236.6% | +263.7% |
| All | +542.9% | +239.3% | +303.6% | +338.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling