+593.0%
COHR vs GLDM
+105.4%
+487.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.2% | +10.4% | +10.0% |
| 7D | +20.2% | -2.0% | +22.2% | +21.7% |
| 30D | -18.6% | -4.4% | -14.1% | -16.1% |
| 3M | -28.6% | -8.8% | -19.8% | -24.3% |
| 6M | -38.2% | -15.9% | -22.4% | -31.9% |
| YTD | +27.1% | -7.7% | +34.7% | +35.7% |
| 1Y | +48.4% | -3.6% | +52.0% | +56.0% |
| All | +593.0% | +105.4% | +487.6% | +375.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling