+408.9%
COHR vs GLDM
+204.0%
+205.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | +0.2% |
| 7D | +36.7% | -5.5% | +42.2% | +40.3% |
| 30D | -20.0% | -7.0% | -13.0% | -17.2% |
| 3M | -34.7% | -12.3% | -22.5% | -30.7% |
| 6M | -37.9% | -17.9% | -20.0% | -32.5% |
| YTD | +25.7% | -10.3% | +36.0% | +33.6% |
| 1Y | +48.1% | -7.8% | +55.9% | +56.1% |
| 3Y | +583.2% | +99.5% | +483.7% | +469.6% |
| 5Y | +256.0% | +106.5% | +149.5% | +188.4% |
| All | +408.9% | +204.0% | +205.0% | +265.7% |
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