-37.9%
COHR vs GLDM
-17.5%
-20.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | +2.0% |
| 7D | +36.7% | -5.5% | +42.2% | +45.4% |
| 30D | -20.0% | -7.0% | -13.0% | -12.6% |
| 3M | -34.7% | -12.3% | -22.5% | -24.2% |
| 6M | -37.9% | -17.9% | -20.0% | -15.7% |
| All | -37.9% | -17.5% | -20.5% | -15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling