+393.6%
COHR vs GPC
+29.4%
+364.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.3% |
| 7D | +8.3% | -3.2% | +11.5% | +9.2% |
| 30D | -14.1% | +0.5% | -14.7% | -14.4% |
| 3M | -16.0% | +31.7% | -47.8% | -24.7% |
| 6M | +21.5% | +24.7% | -3.3% | +10.9% |
| YTD | +65.4% | +11.8% | +53.7% | +54.3% |
| 1Y | +195.0% | -3.0% | +198.0% | +192.5% |
| 3Y | +830.2% | -1.1% | +831.3% | +768.1% |
| All | +393.6% | +29.4% | +364.2% | +264.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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