+194.8%
COHR vs GLXY
+8.0%
+186.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.6% | +7.2% | +6.8% |
| 7D | +1.0% | +13.4% | -12.5% | -4.0% |
| 30D | -14.1% | +38.1% | -52.2% | -23.8% |
| 3M | -33.2% | -7.3% | -25.9% | -33.5% |
| 6M | +2.5% | +8.2% | -5.6% | -3.7% |
| YTD | +52.7% | +17.8% | +35.0% | +33.6% |
| 1Y | +194.8% | +14.9% | +179.8% | +193.8% |
| All | +194.8% | +8.0% | +186.7% | +193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 1y: compounded portfolio wealth divided by compounded GLXY 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…
1y analysis · Full analysis span regression · 6 months rolling