+286.1%
COHR vs GLXY
+7.0%
+279.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.0% | +7.6% | +2.8% |
| 7D | +13.0% | +4.5% | +8.4% | +11.0% |
| 30D | -6.7% | +28.8% | -35.5% | -14.4% |
| 3M | -14.7% | -23.0% | +8.3% | -10.1% |
| 6M | +20.3% | +17.0% | +3.3% | +12.3% |
| YTD | +64.4% | +12.5% | +51.9% | +50.4% |
| 1Y | +205.9% | -5.4% | +211.2% | +197.5% |
| All | +286.1% | +7.0% | +279.1% | +255.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling