+26.1%
COHR vs GNRC
+10.1%
+16.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -9.0% | -4.0% | -6.7% |
| 7D | -28.4% | -15.3% | -13.2% | -19.4% |
| 30D | -49.8% | -22.9% | -26.9% | -39.6% |
| 3M | -48.3% | -20.7% | -27.5% | -38.4% |
| 6M | -49.4% | -34.6% | -14.8% | -31.0% |
| YTD | -8.0% | +26.4% | -34.4% | +3.2% |
| 1Y | +26.1% | +8.3% | +17.8% | +52.2% |
| All | +26.1% | +10.1% | +16.0% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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