+830.2%
COHR vs GNRC
+61.6%
+768.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.2% | +2.4% |
| 7D | +8.3% | -0.2% | +8.5% | +8.6% |
| 30D | -14.1% | -15.7% | +1.6% | -4.3% |
| 3M | -16.0% | -27.3% | +11.3% | +3.7% |
| 6M | +21.5% | -12.1% | +33.5% | +35.4% |
| YTD | +65.4% | +37.1% | +28.3% | +44.2% |
| 1Y | +195.0% | -0.5% | +195.5% | +203.6% |
| 3Y | +830.2% | +61.5% | +768.6% | +640.5% |
| All | +830.2% | +61.6% | +768.6% | +640.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling