+258.7%
COHR vs GLDM
+112.9%
+145.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.2% | +10.4% | +9.9% |
| 7D | +20.2% | -2.0% | +22.2% | +21.5% |
| 30D | -18.6% | -4.4% | -14.1% | -16.4% |
| 3M | -28.6% | -8.8% | -19.8% | -24.8% |
| 6M | -38.2% | -15.9% | -22.4% | -32.6% |
| YTD | +27.1% | -7.7% | +34.7% | +34.5% |
| 1Y | +48.4% | -3.6% | +52.0% | +54.9% |
| 3Y | +590.3% | +105.2% | +485.1% | +435.8% |
| 5Y | +258.7% | +112.8% | +145.9% | +147.7% |
| All | +258.7% | +112.9% | +145.8% | +147.7% |
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 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