+195.0%
COHR vs GNRC
+0.9%
+194.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.2% | +2.2% |
| 7D | +8.3% | -0.2% | +8.5% | +8.6% |
| 30D | -14.1% | -15.7% | +1.6% | -3.7% |
| 3M | -16.0% | -27.3% | +11.3% | +4.4% |
| 6M | +21.5% | -12.1% | +33.5% | +39.7% |
| YTD | +65.4% | +37.1% | +28.3% | +64.5% |
| 1Y | +195.0% | -0.5% | +195.5% | +241.0% |
| All | +195.0% | +0.9% | +194.1% | +241.0% |
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