+1,298.9%
COHR vs GME
+285.6%
+1,013.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.4% | +4.0% |
| 7D | +8.3% | +10.4% | -2.0% | +7.8% |
| 30D | -14.1% | +14.1% | -28.2% | -14.7% |
| 3M | -16.0% | -4.6% | -11.4% | -15.9% |
| 6M | +21.5% | -13.5% | +35.0% | +22.1% |
| YTD | +65.4% | +5.3% | +60.1% | +64.5% |
| 1Y | +195.0% | -14.9% | +209.9% | +196.7% |
| 3Y | +830.2% | +24.3% | +805.9% | +770.5% |
| 5Y | +397.1% | -55.6% | +452.7% | +373.6% |
| All | +1,298.9% | +285.6% | +1,013.2% | +747.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling