+1,298.9%
COHR vs GLW
+863.8%
+435.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +2.4% |
| 7D | +8.3% | +7.8% | +0.5% | +1.3% |
| 30D | -14.1% | -0.4% | -13.7% | -13.1% |
| 3M | -16.0% | -5.6% | -10.4% | -13.0% |
| 6M | +21.5% | +26.7% | -5.3% | -4.1% |
| YTD | +65.4% | +91.0% | -25.6% | -10.2% |
| 1Y | +195.0% | +122.4% | +72.6% | +41.7% |
| 3Y | +830.2% | +471.0% | +359.2% | +106.1% |
| 5Y | +397.1% | +385.6% | +11.5% | +25.6% |
| All | +1,298.9% | +863.8% | +435.0% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 10y: compounded portfolio wealth divided by compounded GLW 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…
10y analysis · Full analysis span regression · 6 months rolling