+393.6%
COHR vs GME
-56.3%
+449.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.4% | +3.7% |
| 7D | +8.3% | +10.4% | -2.0% | +7.1% |
| 30D | -14.1% | +14.1% | -28.2% | -15.5% |
| 3M | -16.0% | -4.6% | -11.4% | -15.8% |
| 6M | +21.5% | -13.5% | +35.0% | +22.9% |
| YTD | +65.4% | +5.3% | +60.1% | +63.3% |
| 1Y | +195.0% | -14.9% | +209.9% | +198.4% |
| 3Y | +830.2% | +24.3% | +805.9% | +661.3% |
| All | +393.6% | -56.3% | +449.9% | +328.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling