+387.4%
COHR vs GLDM
+143.2%
+244.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | +13.0% | +0.2% | +12.8% | +12.7% |
| 30D | -6.7% | +0.3% | -6.9% | -6.8% |
| 3M | -14.7% | +3.3% | -18.0% | -16.1% |
| 6M | +20.3% | -14.5% | +34.8% | +27.6% |
| YTD | +64.4% | +1.9% | +62.5% | +64.7% |
| 1Y | +205.9% | +21.1% | +184.8% | +189.8% |
| 3Y | +814.1% | +128.6% | +685.5% | +579.9% |
| 5Y | +387.4% | +143.8% | +243.6% | +229.8% |
| All | +387.4% | +143.2% | +244.1% | +229.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling