+518.1%
COHR vs GLDM
+248.1%
+270.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.9% | +7.5% | +7.0% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | -14.1% | +4.4% | -18.5% | -15.6% |
| 3M | -33.2% | -1.1% | -32.1% | -32.9% |
| 6M | +2.5% | -13.7% | +16.2% | +7.7% |
| YTD | +52.7% | +2.8% | +49.9% | +52.5% |
| 1Y | +194.8% | +24.8% | +169.9% | +178.5% |
| 3Y | +650.8% | +127.8% | +523.0% | +488.6% |
| 5Y | +358.4% | +141.1% | +217.2% | +247.6% |
| All | +518.1% | +248.1% | +270.0% | +317.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling