+195.0%
COHR vs GLXY
-7.5%
+202.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +3.7% |
| 7D | +8.3% | -7.3% | +15.7% | +11.4% |
| 30D | -14.1% | +15.7% | -29.9% | -19.3% |
| 3M | -16.0% | -26.7% | +10.7% | -8.8% |
| 6M | +21.5% | +13.7% | +7.8% | +12.4% |
| YTD | +65.4% | +9.1% | +56.3% | +47.1% |
| 1Y | +195.0% | -15.5% | +210.5% | +199.3% |
| All | +195.0% | -7.5% | +202.5% | +199.3% |
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