+393.6%
COHR vs GM
+78.3%
+315.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.5% |
| 7D | +8.3% | -2.4% | +10.8% | +9.6% |
| 30D | -14.1% | -1.1% | -13.0% | -14.0% |
| 3M | -16.0% | +6.1% | -22.1% | -19.7% |
| 6M | +21.5% | +15.0% | +6.5% | +10.5% |
| YTD | +65.4% | +6.0% | +59.5% | +56.1% |
| 1Y | +195.0% | +47.1% | +147.9% | +127.5% |
| 3Y | +830.2% | +170.5% | +659.7% | +368.6% |
| All | +393.6% | +78.3% | +315.3% | +193.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling