+1,298.9%
COHR vs GNRC
+448.8%
+850.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.2% | +2.7% |
| 7D | +8.3% | -0.2% | +8.5% | +8.5% |
| 30D | -14.1% | -15.7% | +1.6% | -6.2% |
| 3M | -16.0% | -27.3% | +11.3% | +0.1% |
| 6M | +21.5% | -12.1% | +33.5% | +32.1% |
| YTD | +65.4% | +37.1% | +28.3% | +44.7% |
| 1Y | +195.0% | -0.5% | +195.5% | +196.5% |
| 3Y | +830.2% | +61.5% | +768.6% | +631.4% |
| 5Y | +397.1% | -58.6% | +455.7% | +563.6% |
| All | +1,298.9% | +448.8% | +850.0% | +318.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling