+194.8%
COHR vs GM
+53.0%
+141.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.8% | +5.8% | +6.4% |
| 7D | +1.0% | +1.9% | -1.0% | +0.5% |
| 30D | -14.1% | -1.4% | -12.8% | -13.9% |
| 3M | -33.2% | +5.9% | -39.1% | -35.0% |
| 6M | +2.5% | +12.4% | -9.8% | -2.6% |
| YTD | +52.7% | +8.6% | +44.1% | +44.8% |
| 1Y | +194.8% | +52.6% | +142.2% | +178.3% |
| All | +194.8% | +53.0% | +141.8% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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